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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2026 BO
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 3.9
Avg Daily Volume: 11,250,988    Market Cap: 9.6B
Sector: Health Care    Short Interest: 16.65
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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, 2025 BO 4.0 $23.56 @$23.50 $3.41
($23.56)
14.51% 8.48% I 3.26% I $24.33 $2.92
( $24.33 )
-14.37%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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