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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mersana Therapeutics (MRSN) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.4
Avg Daily Volume: 2,024,691    Market Cap: 543.44M
Sector: None    Short Interest: 7.83
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 18.40%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 7, 2024 BO None $0.00 @$3.00 $0.53
($2.88)
18.4% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 BO 4.0 $4.27 @$5.00 $1.07
($4.27)
21.4% 17.33% I 13.58% I $4.85 $0.87
( $4.85 )
-18.69%
Nov. 7, 2023 BO 4.4 $1.39 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2022 BO 4.1 $7.54 @$7.50
Aug. 8, 2022 AC 2.7 $5.25 @$5.00
May 9, 2022 BO 2.4 $3.67 @$2.50
Feb. 28, 2022 BO 2.1 $4.09 @$5.00

 
 
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