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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 5.6
Avg Daily Volume: 543,376    Market Cap: 2.8B
Sector: Technology    Short Interest: 6.67
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 6, 2025 AC 5.8 $50.41 @$50.00 $6.65
($50.41)
13.3% -7.24% I -4.87% I $47.95 $2.82
( $47.95 )
-57.59%
Feb. 4, 2025 AC 5.3 $42.09 @$42.50 $5.10
($42.09)
12.0% 24.13% O 18.5% O $49.88 $7.55
( $49.88 )
48.04%
Nov. 5, 2024 AC None $0.00 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 5.2 $36.78 @$37.50
Aug. 15, 2023 AC 5.3 $33.84 @$35.00
May 2, 2023 AC 4.8 $45.28 @$45.00
Jan. 31, 2023 AC 4.3 $49.98 @$50.00

 
 
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