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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: Estimated on Feb. 26, 2026
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 9.7
Avg Daily Volume: 5,251,210    Market Cap: 1.4B
Sector: Healthcare    Short Interest: 32.79
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Weekly: 18.38%       Expires on: Feb. 27, 2026
Implied Move Monthly: 27.09%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 None $0.00 @$8.00 $2.02
($7.87)
25.67% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 6, 2025 BO 10.0 $7.69 @$7.50 $1.18
($7.69)
15.73% -3.77% I -1.3% I $7.59 $1.04
( $7.59 )
-11.86%
Aug. 6, 2025 BO 10.0 $6.73 @$6.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 10.0 $5.95 @$6.00
Feb. 27, 2025 BO 10.0 $7.32 @$7.50
Nov. 12, 2024 BO 10.0 $9.01 @$10.00
Aug. 8, 2024 BO 10.0 $10.71 @$10.50
May 10, 2024 BO 8.3 $4.47 @$4.50
Feb. 28, 2024 BO 7.8 $6.02 @$6.00
Nov. 9, 2023 BO 8.3 $6.80 @$7.00

 
 
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