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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: Aug. 1, 2024 BO
EVR: 4.1
Avg Daily Volume: 3,243,867    Market Cap: 40.80B
Sector: Health Care    Short Interest: 7.65
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 9.11%       Expires on: Aug. 2, 2024
Implied Move Monthly: 12.04%       Expires on: Aug. 16, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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, 2024 BO None $0.00 @$122.00 $14.70
($122.11)
12.04% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 2, 2024 BO 3.9 $111.46 @$111.00 $11.95
($111.46)
10.77% 15.56% O 12.67% O $125.59 $16.50
( $125.59 )
38.08%
Feb. 22, 2024 BO 3.8 $87.59 @$88.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 23, 2023 BO 4.5 $158.17 @$157.50
Nov. 3, 2022 BO 4.3 $148.62 @$149.00
Aug. 3, 2022 BO 4.2 $160.81 @$160.00
May 4, 2022 BO 4.5 $146.54 @$147.00

 
 
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