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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intellia Therapeutics (NTLA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.5
Avg Daily Volume: 6,762,997    Market Cap: 2.2B
Sector: None    Short Interest: 34.72
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 11, 2026 BO 3.5 $14.09 @$14.00 $3.10
($14.09)
22.14% 10.36% I 2.34% I $14.42 $2.77
( $14.42 )
-10.65%
May 7, 2026 BO 3.8 $13.85 @$14.00 $1.68
($13.85)
12.0% -3.17% I -1.01% I $13.71 $1.52
( $13.71 )
-9.52%
Feb. 26, 2026 BO 3.8 $13.42 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 2.9 $12.32 @$12.50
Aug. 7, 2025 BO 3.3 $11.37 @$12.50
May 8, 2025 BO 2.9 $7.29 @$7.50
Feb. 27, 2025 BO 2.9 $10.80 @$10.00
Nov. 7, 2024 BO 2.9 $16.06 @$15.00
Aug. 8, 2024 BO 3.4 $21.31 @$22.50
May 9, 2024 BO 3.4 $23.00 @$22.50

 
 
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