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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immatics N.V. (IMTX) - NASDAQ Next Earnings Date: OS Estimate: March 24, 2026 BO
OS Projected Window: March 23, 2026 to March 28, 2026
EVR: 3.2
Avg Daily Volume: 632,530    Market Cap: 1.1B
Sector: None    Short Interest: 3.75
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Nov. 17, 2025 BO 3.1 $10.20 @$10.00 $1.00
($10.20)
10.0% -8.33% I -7.15% I $9.47 $4.00
( $9.47 )
300.0%
Aug. 13, 2025 BO 2.9 $6.42 @$6.00 $4.05
($6.42)
67.5% -13.55% I -4.98% I $6.10 $3.35
( $6.10 )
-17.28%
May 13, 2025 BO 2.9 $4.56 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 27, 2025 BO 2.5 $4.53 @$5.00
Nov. 18, 2024 BO 2.5 $8.17 @$8.00
Aug. 13, 2024 BO 2.7 $11.37 @$12.50
May 14, 2024 BO 2.3 $11.00 @$10.00
March 21, 2024 BO 1.8 $12.05 @$12.50
Nov. 14, 2023 BO 1.7 $9.56 @$10.00
Aug. 17, 2023 BO 1.7 $11.38 @$12.50

 
 
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