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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Invivyd (IVVD) - NASDAQ Next Earnings Date: OS Estimate: Aug. 8, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 5.0
Avg Daily Volume: 702,980    Market Cap: 527.68M
Sector: None    Short Interest: 3.35
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 9, 2024 AC 5.5 $2.42 @$2.50 $0.38
($2.42)
15.2% -10.33% I -6.61% I $2.26 $0.33
( $2.26 )
-13.16%
March 28, 2024 BO 5.7 $4.00 @$5.00 $1.55
($4.00)
31.0% 13.99% I 11.0% I $4.44 $1.45
( $4.44 )
-6.45%
Nov. 9, 2023 AC 6.3 $1.40 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 AC 6.4 $1.55 @$2.00
May 11, 2023 AC 1.1 $1.43 @$1.00
March 23, 2023 AC 0.0 $1.43 @$1.00

 
 
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