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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Invivyd (IVVD) - NASDAQ Next Earnings Date: OS Estimate: Aug. 13, 2026 BO
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 5.1
Avg Daily Volume: 5,136,270    Market Cap: 285.8M
Sector: None    Short Interest: 10.5
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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 14, 2026 BO 4.8 $1.47 @$1.50 $0.38
($1.47)
25.33% -24.48% I -21.08% I $1.16 $0.40
( $1.16 )
5.26%
March 5, 2026 BO 5.2 $1.71 @$1.50 $0.25
($1.71)
16.67% -5.84% I 1.75% I $1.74 $0.35
( $1.74 )
40.0%
Nov. 6, 2025 BO 5.4 $1.52 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2025 AC 5.3 $0.80 @$1.00
May 15, 2025 BO 5.0 $0.84 @$1.00
March 20, 2025 BO 4.5 $0.72 @$0.50
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

 
 
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