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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: Nov. 6, 2026 BO
EVR: 3.6
Avg Daily Volume: 18,560,113    Market Cap: 88.5B
Sector: Healthcare    Short Interest: 8.17
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 10.81%       Expires on: Nov. 6, 2026
Implied Move Monthly: 16.90%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
Nov. 6, 2026 BO None $0.00 @$222.50 $37.47
($221.72)
16.9% -None% -None% $0.00 $0.00
( N/A )
None%
July 31, 2026 BO 3.7 $57.92 @$58.00 $9.95
($57.92)
17.16% -5.54% I -5.35% I $54.82 $8.91
( $54.82 )
-10.45%
May 1, 2026 BO 3.9 $45.94 @$46.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2026 BO 3.9 $40.11 @$40.00
Nov. 6, 2025 BO 4.0 $23.56 @$23.50
Aug. 1, 2025 BO 4.2 $29.56 @$29.50
May 1, 2025 BO 4.3 $28.54 @$28.50
Feb. 14, 2025 BO 4.5 $31.92 @$32.00
Nov. 7, 2024 BO 4.7 $51.81 @$52.00
Aug. 1, 2024 BO 4.1 $119.22 @$119.00

 
 
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