Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: Aug. 1, 2025 BO
EVR: 4.2
Avg Daily Volume: 8,919,008    Market Cap: 13.0B
Sector: Health Care    Short Interest: 16.96
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 9.02%       Expires on: Aug. 1, 2025
Implied Move Monthly: 12.16%       Expires on: Aug. 15, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 None $0.00 @$32.00 $3.91
($32.15)
12.16% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US