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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merus N.V. (MRUS) - NASDAQ Next Earnings Date: OS Estimate: June 19, 2024 AC
OS Projected Window: June 17, 2024 to June 22, 2024
EVR: 2.3
Avg Daily Volume: 611,994    Market Cap: 2.61B
Sector: None    Short Interest: 7.05
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
Feb. 28, 2024 AC None $48.70 @$50.00 $12.60
($48.70)
25.2% 2.89% I -0.45% I $48.48 $11.50
( $48.48 )
-8.73%
Nov. 2, 2023 AC None $21.94 @$22.50 $2.97
($21.94)
13.2% 13.4% O 13.4% O $24.88 $5.08
( $24.88 )
71.04%
Aug. 7, 2023 AC 2.1 $25.05 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC None $18.81 @$20.00
Feb. 28, 2023 AC None $19.07 @$20.00
Aug. 4, 2022 AC 2.1 $28.21 @$30.00
March 15, 2022 AC 1.8 $26.20 @$25.00

 
 
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