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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 4.1
Avg Daily Volume: 4,087,080    Market Cap: 40.80B
Sector: Health Care    Short Interest: 7.65
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 2, 2024 BO 3.9 $111.46 @$111.00 $11.95
($111.46)
10.77% 15.56% O 12.67% O $125.59 $16.50
( $125.59 )
38.08%
Feb. 22, 2024 BO 3.8 $87.59 @$88.00 $12.10
($87.59)
13.75% 16.14% O 13.52% I $99.44 $13.98
( $99.44 )
15.54%
Nov. 2, 2023 BO 3.6 $76.20 @$76.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 3.7 $110.22 @$110.00
May 4, 2023 BO 4.0 $130.14 @$130.00
Feb. 23, 2023 BO 4.5 $158.17 @$157.50
Nov. 3, 2022 BO 4.3 $148.62 @$149.00
Aug. 3, 2022 BO 4.2 $160.81 @$160.00
May 4, 2022 BO 4.5 $146.54 @$147.00
Feb. 24, 2022 BO 4.2 $135.73 @$136.00

 
 
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