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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vaxcyte (PCVX) - NASDAQ Next Earnings Date: Estimated on May 10, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.9
Avg Daily Volume: 664,266    Market Cap: 7.77B
Sector: None    Short Interest: 10.98
Live Interactive Chart
Days to Next Earnings: 3 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
Feb. 27, 2024 AC 2.9 $81.05 @$80.00 $8.05
($81.05)
10.06% -7.52% I -7.32% I $75.11 $8.65
( $75.11 )
7.45%
Nov. 6, 2023 AC 2.9 $48.25 @$50.00 $2.40
($48.25)
4.8% 6.83% O 4.14% I $50.25 $4.58
( $50.25 )
90.83%
Aug. 8, 2023 AC 3.5 $48.87 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2023 AC 3.6 $50.89 @$50.00
Feb. 27, 2023 AC 3.6 $42.30 @$40.00
May 10, 2022 AC 4.6 $21.51 @$22.50
March 28, 2022 AC 0.9 $23.56 @$22.50
March 29, 2021 AC 0.0 $22.73 @$22.50

 
 
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