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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: OS Estimate: Dec. 16, 2025 AC
OS Projected Window: Dec. 15, 2025 to Dec. 20, 2025
EVR: 0.7
Avg Daily Volume: 413,062    Market Cap: 225.2M
Sector: Technology    Short Interest: 7.59
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Sept. 16, 2025 AC 0.9 $7.09 @$7.50 $1.03
($7.09)
13.73% 1.97% I 0.14% I $7.10 $0.77
( $7.10 )
-25.24%
Sept. 15, 2025 AC 1.1 $7.07 @$7.50 $0.52
($7.07)
6.93% 0.99% I 0.28% I $7.09 $1.03
( $7.09 )
98.08%
Sept. 3, 2025 AC 1.2 $7.01 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 26, 2025 AC 1.5 $6.93 @$7.50
Aug. 21, 2025 AC 1.7 $6.94 @$7.50
Aug. 18, 2025 AC 1.7 $7.07 @$7.50
Aug. 14, 2025 AC 1.8 $7.17 @$7.50
Aug. 8, 2025 AC 2.2 $7.05 @$7.26
July 30, 2025 AC 2.6 $7.07 @$7.26
July 29, 2025 AC 2.8 $7.20 @$7.26

 
 
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