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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 9.4
Avg Daily Volume: 4,707,649    Market Cap: 1.4B
Sector: Healthcare    Short Interest: 27.61
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
May 6, 2026 BO 10.0 $8.10 @$8.00 $1.05
($8.10)
13.12% 18.14% O 15.55% O $9.36 $1.53
( $9.36 )
45.71%
Feb. 26, 2026 BO 9.7 $9.53 @$9.50 $1.84
($9.53)
19.37% 25.6% O 17.41% I $11.19 $2.00
( $11.19 )
8.7%
Nov. 6, 2025 BO 10.0 $7.69 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 10.0 $6.73 @$6.50
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

 
 
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