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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: Estimated on Nov. 8, 2023
OS Projected Window: Nov. 6, 2023 to Nov. 11, 2023
EVR: 8.3
Avg Daily Volume: 9,140,000    Market Cap: 730.55M
Sector: Healthcare    Short Interest: 54.91
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 8, 2023 BO 8.5 $7.52 @$7.50 $1.54
($7.52)
20.53% 17.28% I -3.85% I $7.23 $1.04
( $7.23 )
-32.47%
May 9, 2023 BO 7.9 $7.45 @$7.50 $1.91
($7.45)
25.47% 52.48% O 27.78% O $9.52 $2.42
( $9.52 )
26.7%
Feb. 28, 2023 AC 7.4 $9.26 @$9.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2022 AC 7.6 $19.65 @$19.50
Aug. 8, 2022 AC 7.6 $57.25 @$57.00
May 9, 2022 AC 7.3 $53.26 @$53.00
Feb. 28, 2022 AC 7.4 $83.37 @$83.00
Nov. 4, 2021 AC 7.2 $179.41 @$180.00
Aug. 5, 2021 AC 8.1 $236.20 @$235.00
May 10, 2021 AC 7.6 $160.50 @$160.00

 
 
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