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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VBI Vaccines (VBIV) - NASDAQ Next Earnings Date: N/A
EVR: 3.0
Avg Daily Volume: 473,926    Market Cap: 13.83M
Sector: Healthcare    Short Interest: 1.44
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 14, 2023 AC 3.2 $0.65 @$2.50 $1.50
($0.65)
60.0% -4.61% I -4.61% I $0.62 $1.55
( $0.62 )
3.33%
Aug. 14, 2023 BO 3.5 $1.26 @$2.50 $1.27
($1.26)
50.8% 7.14% I 7.14% I $1.35 $1.30
( $1.35 )
2.36%
May 15, 2023 BO 3.5 $2.99 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2023 BO 3.3 $0.35 @$2.50
Aug. 8, 2022 BO 3.0 $1.06 @$2.50
May 9, 2022 BO 2.8 $1.21 @$1.00
March 7, 2022 BO 2.6 $1.31 @$1.50
Nov. 8, 2021 BO 2.8 $2.98 @$3.00
Aug. 2, 2021 BO 3.0 $2.98 @$3.00
May 10, 2021 BO 3.1 $2.78 @$3.00

 
 
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