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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: Estimated on Aug. 11, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.7
Avg Daily Volume: 676,466    Market Cap: 6.7B
Sector: Technology    Short Interest: 8.1
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 5, 2026 AC 6.2 $82.96 @$82.50 $11.95
($82.96)
14.48% 10.8% I 10.48% I $91.66 $9.45
( $91.66 )
-20.92%
Feb. 3, 2026 AC 6.0 $99.28 @$100.00 $14.50
($99.28)
14.5% -24.64% O -22.32% O $77.12 $23.27
( $77.12 )
60.48%
Nov. 4, 2025 AC 6.4 $75.71 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2025 AC 6.0 $53.58 @$52.50
May 6, 2025 AC 6.3 $50.41 @$50.00
Feb. 4, 2025 AC 5.8 $42.09 @$42.50
Nov. 5, 2024 AC 5.3 $34.19 @$35.00
Aug. 13, 2024 AC 5.0 $34.00 @$35.00
May 7, 2024 AC 5.4 $29.11 @$30.00
Feb. 6, 2024 AC 5.1 $30.25 @$30.00

 
 
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