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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intellia Therapeutics (NTLA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.4
Avg Daily Volume: 1,753,503    Market Cap: 2.59B
Sector: None    Short Interest: 14.71
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 14.15%       Expires on: Aug. 16, 2024

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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
Aug. 1, 2024 BO None $0.00 @$25.00 $3.75
($26.50)
14.15% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 9, 2024 BO 3.4 $23.00 @$22.50 $2.25
($23.00)
10.0% 8.43% I 8.08% I $24.86 $2.70
( $24.86 )
20.0%
Feb. 22, 2024 BO 3.5 $26.88 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 BO 3.6 $28.45 @$30.00
Aug. 3, 2023 BO 3.9 $39.71 @$40.00
May 4, 2023 BO 3.8 $38.58 @$40.00
Feb. 23, 2023 BO 3.9 $38.94 @$40.00
Nov. 3, 2022 BO 4.4 $51.10 @$50.00
Aug. 4, 2022 BO 4.0 $71.70 @$70.00
May 5, 2022 BO 3.8 $55.70 @$55.00

 
 
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