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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 6, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.0
Avg Daily Volume: 10,415,296    Market Cap: 9.4B
Sector: Health Care    Short Interest: 16.2
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 1, 2025 BO 4.2 $29.56 @$29.50 $4.13
($29.56)
14.0% -10.11% I -6.59% I $27.61 $3.11
( $27.61 )
-24.7%
May 1, 2025 BO 4.3 $28.54 @$28.50 $4.26
($28.54)
14.95% -8.68% I -5.29% I $27.03 $2.75
( $27.03 )
-35.45%
Feb. 14, 2025 BO 4.5 $31.92 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2024 BO 4.7 $51.81 @$52.00
Aug. 1, 2024 BO 4.1 $119.22 @$119.00
May 2, 2024 BO 3.9 $111.46 @$111.00
Feb. 22, 2024 BO 3.8 $87.59 @$88.00
Nov. 2, 2023 BO 3.6 $76.20 @$76.00
Aug. 3, 2023 BO 3.7 $110.22 @$110.00
May 4, 2023 BO 4.0 $130.14 @$130.00

 
 
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