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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vaxcyte (PCVX) - NASDAQ Next Earnings Date: OS Estimate: March 9, 2027 AC
OS Projected Window: March 8, 2027 to March 13, 2027
EVR: 2.6
Avg Daily Volume: 3,234,196    Market Cap: 9.2B
Sector: Healthcare    Short Interest: 9.83
Live Interactive Chart
Days to Next Earnings: 119 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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. 4, 2026 AC 2.7 $65.68 @$65.00 $7.30
($65.68)
11.23% -5.84% I -5.72% I $61.92 $5.75
( $61.92 )
-21.23%
Aug. 5, 2026 AC 3.0 $55.92 @$55.00 $5.67
($55.92)
10.31% 5.5% I 5.31% I $58.89 $5.72
( $58.89 )
0.88%
May 6, 2026 AC 2.6 $57.10 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2026 AC 2.5 $61.35 @$60.00
Nov. 4, 2025 AC 2.6 $41.35 @$40.00
Aug. 6, 2025 AC 2.6 $33.00 @$35.00
May 7, 2025 AC 2.3 $29.00 @$30.00
Feb. 25, 2025 AC 2.4 $79.35 @$80.00
May 10, 2024 AC 2.9 $65.19 @$65.00
Feb. 27, 2024 AC 3.0 $81.05 @$80.00

 
 
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