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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunome (IMNM) - NASDAQ Next Earnings Date: Estimated on Aug. 6, 2026
OS Projected Window: Sept. 21, 2026 to Sept. 26, 2026
EVR: 1.7
Avg Daily Volume: 1,427,953    Market Cap: 2.1B
Sector: None    Short Interest: 14.89
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
May 12, 2026 AC 2.2 $22.69 @$23.00 $1.55
($22.69)
6.74% -3.7% I -2.15% I $22.20 $3.20
( $22.20 )
106.45%
March 3, 2026 AC 2.1 $21.54 @$22.00 $2.35
($21.54)
10.68% 5.89% I 4.54% I $22.52 $2.47
( $22.52 )
5.11%
Nov. 6, 2025 AC 2.1 $15.50 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 28, 2024 AC 2.5 $24.68 @$25.00
Nov. 9, 2023 BO 2.8 $8.80 @$10.00

 
 
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