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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.2
Avg Daily Volume: 10,742,508    Market Cap: 9.4B
Sector: Health Care    Short Interest: 14.56
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
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 $4.06
($31.92)
12.69% -8.36% I 3.35% I $32.99 $2.28
( $32.99 )
-43.84%
Nov. 7, 2024 BO 4.7 $51.81 @$52.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 23, 2023 BO 4.5 $158.17 @$157.50

 
 
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