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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Morphic Holding (MORF) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.8
Avg Daily Volume: 405,775    Market Cap: 1.77B
Sector: Health Care    Short Interest: 17.55
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
April 25, 2024 BO 3.0 $27.69 @$30.00 $5.30
($27.69)
17.67% -4.8% I 1.04% I $27.98 $6.43
( $27.98 )
21.32%
Feb. 22, 2024 BO 3.2 $35.48 @$35.00 $7.50
($35.48)
21.43% -1.88% I 1.04% I $35.85 $7.25
( $35.85 )
-3.33%
Nov. 3, 2023 BO 3.1 $20.86 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 3.1 $58.69 @$60.00
April 25, 2023 BO 1.9 $43.53 @$45.00
Feb. 23, 2023 BO 1.9 $42.16 @$40.00
Jan. 21, 2023 BO 1.9 $30.65 @$30.00

 
 
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