Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 10.0
Avg Daily Volume: 7,772,619    Market Cap: 1.3B
Sector: Healthcare    Short Interest: 22.04
Live Interactive Chart
Implied Move Weekly: 15.46%       Expires on: May 9, 2025
Implied Move Monthly: 18.33%       Expires on: May 16, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 8, 2025 BO None $5.95 @$6.00 $1.10
($5.95)
18.33% 26.05% O 11.93% I $6.66 $0.90
( $6.66 )
-18.18%
Feb. 27, 2025 BO 10.0 $7.32 @$7.50 $1.71
($7.32)
22.8% 13.38% I -3.55% I $7.06 $1.11
( $7.06 )
-35.09%
Nov. 12, 2024 BO 10.0 $9.01 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 9, 2023 BO 7.9 $7.45 @$7.50
Feb. 28, 2023 AC 7.4 $9.26 @$9.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US