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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: May 1, 2026 BO
EVR: 3.9
Avg Daily Volume: 5,874,867    Market Cap: 20.0B
Sector: Health Care    Short Interest: 15.05
Live Interactive Chart
Implied Move Weekly: 7.94%       Expires on: May 1, 2026
Implied Move Monthly: 12.99%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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, 2026 BO None $0.00 @$46.00 $5.97
($45.96)
12.99% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 13, 2026 BO 3.9 $40.11 @$40.00 $4.83
($40.11)
12.07% 11.69% I 5.28% I $42.23 $3.81
( $42.23 )
-21.12%
Nov. 6, 2025 BO 4.0 $23.56 @$23.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 22, 2024 BO 3.8 $87.59 @$88.00

 
 
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