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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merus N.V. (MRUS) - NASDAQ Next Earnings Date: OS Estimate: Oct. 1, 2025 AC
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 2.9
Avg Daily Volume: 608,159    Market Cap: 5.0B
Sector: None    Short Interest: 6.2
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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. 5, 2025 AC 2.8 $67.45 @$65.00 $8.00
($67.45)
12.31% -7.75% I -2.83% I $65.54 $4.38
( $65.54 )
-45.25%
May 7, 2025 AC 3.0 $39.43 @$40.00 $5.00
($39.43)
12.5% 10.52% I 8.47% I $42.77 $5.77
( $42.77 )
15.4%
Feb. 27, 2025 AC 3.2 $46.22 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2024 AC 3.5 $49.93 @$50.00
May 2, 2024 AC 3.5 $47.50 @$45.00
Feb. 28, 2024 AC 4.2 $48.70 @$50.00
Nov. 2, 2023 AC 3.9 $21.94 @$22.50
Aug. 7, 2023 AC 3.7 $25.05 @$25.00
May 4, 2023 AC 3.5 $18.81 @$20.00
Feb. 28, 2023 AC 3.6 $19.07 @$20.00

 
 
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