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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.6
Avg Daily Volume: 7,963,451    Market Cap: 21.8B
Sector: Healthcare    Short Interest: 13.21
Live Interactive Chart
Implied Move Weekly: 7.87%       Expires on: July 31, 2026
Implied Move Monthly: 17.16%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
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 $5.97
($45.94)
12.98% 5.35% I -1.24% I $45.37 $4.89
( $45.37 )
-18.09%
Feb. 13, 2026 BO 3.9 $40.11 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2024 BO 3.9 $111.46 @$111.00

 
 
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