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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vanda Pharmaceuticals Inc. (VNDA) - NASDAQ Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.9
Avg Daily Volume: 875,605    Market Cap: 264.67M
Sector: Healthcare    Short Interest: 6.49
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 7, 2024 AC 4.4 $3.64 @$4.00 $0.53
($3.64)
13.25% 21.15% O 11.81% I $4.07 $0.30
( $4.07 )
-43.4%
Nov. 8, 2023 AC 3.7 $4.33 @$4.00 $0.53
($4.33)
13.25% -23.32% O -21.93% O $3.38 $0.80
( $3.38 )
50.94%
July 27, 2023 AC 4.1 $6.46 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 4.2 $6.39 @$6.00
Feb. 8, 2023 AC 4.1 $7.15 @$7.00
Aug. 3, 2022 AC 4.5 $10.80 @$11.00
May 5, 2022 AC 5.0 $9.80 @$10.00
Feb. 23, 2022 AC 4.8 $13.07 @$13.00
Nov. 3, 2021 AC 5.0 $21.14 @$21.00
July 28, 2021 AC 5.0 $19.53 @$20.00

 
 
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