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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Invivyd (IVVD) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 4.4
Avg Daily Volume: 4,884,635    Market Cap: 222.6M
Sector: Healthcare    Short Interest: 10.11
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Aug. 14, 2026 BO 4.6 $0.69 @$0.50 $0.33
($0.69)
66.0% 5.79% I 4.34% I $0.72 $0.28
( $0.72 )
-15.15%
Aug. 13, 2026 BO 5.1 $0.73 @$0.50 $0.20
($0.73)
40.0% -6.84% I -5.47% I $0.69 $0.33
( $0.69 )
65.0%
May 14, 2026 BO 4.8 $1.47 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2026 BO 5.2 $1.71 @$1.50
Nov. 6, 2025 BO 5.4 $1.52 @$1.50
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

 
 
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