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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: Estimated on Nov. 7, 2022
OS Projected Window: Nov. 7, 2022 to Nov. 12, 2022
EVR: 7.6
Avg Daily Volume: 6,150,000    Market Cap: 2.38B
Sector: Healthcare    Short Interest: 20.03
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
Earnings Date 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, 2022 AC $57.25 @$57.00 $11.50
($57.25)
20.18% -32.22% O -29.64% O $40.28 $17.72
( $40.28 )
54.09%
May 9, 2022 AC $53.26 @$53.00 $10.68
($53.26)
20.15% -21.62% O 1.12% I $53.86 $8.18
( $53.86 )
-23.41%
Feb. 28, 2022 AC $83.37 @$83.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2021 AC $179.41 @$180.00
Aug. 5, 2021 AC $236.20 @$235.00
May 10, 2021 AC $160.50 @$160.00
March 1, 2021 AC $240.29 @$240.00
Nov. 9, 2020 AC $90.31 @$90.00
Aug. 10, 2020 AC $178.51 @$177.50
May 11, 2020 AC $24.50 @$24.00

 
 
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