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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Insmed Incorporated (INSM) - NASDAQ Next Earnings Date: OS Estimate: May 2, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.2
Avg Daily Volume: 1,908,208    Market Cap: 4.05B
Sector: Healthcare    Short Interest: 6.18
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 15.69%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 2, 2024 BO None $0.00 @$25.00 $4.05
($25.81)
15.69% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 BO 2.1 $28.24 @$30.00 $3.17
($28.24)
10.57% -11.26% O -3.85% I $27.15 $5.17
( $27.15 )
63.09%
Oct. 26, 2023 BO 2.6 $25.45 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 2.7 $21.77 @$22.50
May 4, 2023 BO 3.0 $19.80 @$20.00
Feb. 23, 2023 BO 3.3 $20.89 @$20.00
Oct. 27, 2022 BO 3.4 $17.71 @$17.50
Aug. 4, 2022 BO 3.2 $21.76 @$22.50
May 5, 2022 BO 3.5 $22.84 @$23.00
Feb. 17, 2022 BO 3.8 $24.00 @$25.00

 
 
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