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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: OS Estimate: March 3, 2026 BO
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 9.7
Avg Daily Volume: 3,872,055    Market Cap: 1.2B
Sector: Healthcare    Short Interest: 28.22
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
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 $1.02
($6.73)
15.69% 22.28% O 12.63% I $7.58 $1.21
( $7.58 )
18.63%
May 8, 2025 BO 10.0 $5.95 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2023 BO 8.5 $7.52 @$7.50

 
 
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