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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.7
Avg Daily Volume: 746,398    Market Cap: 4.8B
Sector: Industrials    Short Interest: 8.7
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 18, 2026 AC 5.7 $105.00 @$105.00 $20.60
($105.00)
19.62% -7.24% I -3.57% I $101.25 $13.50
( $101.25 )
-34.47%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 6.4 $75.71 @$75.00
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

 
 
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