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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mersana Therapeutics (MRSN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 5.7
Avg Daily Volume: 2,858,074    Market Cap: 39.7M
Sector: None    Short Interest: 8.07
Live Interactive Chart
Days to Next Earnings: 64 Days

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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 15, 2025 BO 5.4 $0.38 @$0.50 $0.38
($0.38)
76.0% -21.05% I -18.42% I $0.31 $0.23
( $0.31 )
-39.47%
March 3, 2025 BO 5.6 $0.52 @$0.50 $0.55
($0.52)
110.0% -7.69% I -7.69% I $0.48 $0.30
( $0.48 )
-45.45%
Nov. 13, 2024 BO 5.0 $2.20 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 13, 2024 BO 5.1 $1.42 @$1.50
May 9, 2024 BO 4.4 $3.40 @$3.00
Feb. 28, 2024 BO 4.0 $4.27 @$5.00
Nov. 7, 2023 BO 4.4 $1.39 @$1.50
Aug. 8, 2023 BO 4.6 $1.20 @$1.00
May 9, 2023 BO 4.6 $7.42 @$7.50
Feb. 28, 2023 BO 4.4 $5.43 @$5.00

 
 
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