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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 6.1
Avg Daily Volume: 709,257    Market Cap: 4.0B
Sector: Technology    Short Interest: 8.38
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 11, 2025 AC 5.6 $53.58 @$52.50 $7.12
($53.58)
13.56% 27.52% O 26.95% O $68.02 $15.93
( $68.02 )
123.74%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2024 AC None $0.00 @$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
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

 
 
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