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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: Estimated on July 8, 2026
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 0.7
Avg Daily Volume: 541,377    Market Cap: 221.1M
Sector: Technology    Short Interest: 11.01
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 14.22%       Expires on: July 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
July 8, 2026 BO None $0.00 @$7.50 $0.82
($7.02)
11.68% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 26, 2025 AC 1.5 $6.93 @$7.50 $0.78
($6.93)
10.4% 1.29% I 0.86% I $6.99 $0.60
( $6.99 )
-23.08%
Aug. 21, 2025 AC 1.7 $6.94 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 12, 2025 BO 3.7 $7.75 @$7.50

 
 
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