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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intellia Therapeutics (NTLA) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.8
Avg Daily Volume: 4,038,520    Market Cap: 1.4B
Sector: None    Short Interest: 39.13
Live Interactive Chart
Days to Next Earnings: 55 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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. 26, 2026 BO 3.8 $13.42 @$13.00 $2.90
($13.42)
22.31% 6.55% I 6.4% I $14.28 $2.58
( $14.28 )
-11.03%
Nov. 6, 2025 AC 2.9 $12.32 @$12.50 $2.83
($12.32)
22.64% -27.27% O -22.72% O $9.52 $3.53
( $9.52 )
24.73%
Aug. 7, 2025 BO 3.3 $11.37 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 22, 2024 BO 3.5 $26.88 @$25.00
Nov. 9, 2023 BO 3.6 $28.45 @$30.00

 
 
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