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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Invivyd (IVVD) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 5.2
Avg Daily Volume: 2,111,533    Market Cap: 77.5M
Sector: None    Short Interest: 5.84
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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 15, 2025 BO 4.7 $0.84 @$1.00 $0.65
($0.84)
65.0% -23.8% I -16.66% I $0.70 $0.33
( $0.70 )
-49.23%
May 8, 2025 BO 5.0 $0.58 @$0.50 $0.10
($0.58)
20.0% -10.34% I 1.72% I $0.59 $0.17
( $0.59 )
70.0%
March 20, 2025 BO 4.5 $0.72 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2024 BO 4.6 $0.89 @$2.50
Aug. 8, 2024 BO 5.0 $1.00 @$2.50
May 9, 2024 AC 5.5 $2.42 @$2.50
March 28, 2024 BO 5.7 $4.00 @$5.00
Nov. 9, 2023 AC 6.3 $1.40 @$1.00
Aug. 10, 2023 AC 6.4 $1.55 @$2.00
May 11, 2023 AC 1.1 $1.43 @$1.00

 
 
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