Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 19, 2026 BO
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 1.7
Avg Daily Volume: 392,906    Market Cap: 239.4M
Sector: Technology    Short Interest: 6.89
Live Interactive Chart
Days to Next Earnings: 81 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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. 14, 2026 BO 1.8 $7.40 @$7.50 $0.58
($7.40)
7.73% -2.56% I -2.56% I $7.21 $0.42
( $7.21 )
-27.59%
July 24, 2026 AC 1.2 $6.52 @$7.50 $0.88
($6.52)
11.73% 18.86% O 18.71% O $7.74 $0.85
( $7.74 )
-3.41%
Aug. 26, 2025 AC 1.5 $6.93 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 25, 2025 BO 3.4 $7.46 @$7.26

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US