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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunome (IMNM) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 1.7
Avg Daily Volume: 1,225,799    Market Cap: 2.7B
Sector: Healthcare    Short Interest: 13.77
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Aug. 10, 2026 AC 1.8 $25.69 @$26.00 $4.25
($25.69)
16.35% 3.03% I 2.17% I $26.25 $2.45
( $26.25 )
-42.35%
Aug. 6, 2026 AC 1.7 $25.82 @$26.00 $3.95
($25.82)
15.19% -3.95% I -3.05% I $25.03 $3.75
( $25.03 )
-5.06%
May 12, 2026 AC 2.2 $22.69 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2026 AC 2.1 $21.54 @$22.00
Nov. 6, 2025 AC 2.1 $15.50 @$15.00
May 12, 2025 AC 2.4 $7.94 @$7.50
March 19, 2025 AC 2.5 $8.57 @$7.50
Nov. 13, 2024 AC 2.4 $11.59 @$12.50
Aug. 12, 2024 AC 2.3 $12.64 @$12.50
May 15, 2024 AC 2.7 $14.80 @$15.00

 
 
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