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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vaxcyte (PCVX) - NASDAQ Next Earnings Date: OS Estimate: June 23, 2026 AC
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 3.0
Avg Daily Volume: 1,398,918    Market Cap: 8.6B
Sector: None    Short Interest: 9.98
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 AC 2.6 $57.10 @$55.00 $5.73
($57.10)
10.42% -15.07% O -9.84% I $51.48 $6.47
( $51.48 )
12.91%
Feb. 24, 2026 AC 2.5 $61.35 @$60.00 $7.60
($61.35)
12.67% -6.47% I 2.75% I $63.04 $6.62
( $63.04 )
-12.89%
Nov. 4, 2025 AC 2.6 $41.35 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 6, 2023 AC 3.1 $48.25 @$50.00
Aug. 8, 2023 AC 3.3 $48.87 @$50.00

 
 
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