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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vor Biopharma Inc. (VOR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.5
Avg Daily Volume: 1,148,321    Market Cap: 1.3B
Sector: Healthcare    Short Interest: 12.96
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Aug. 11, 2026 BO 3.9 $23.37 @$22.50 $4.15
($23.37)
18.44% -2.43% I 0.94% I $23.59 $3.58
( $23.59 )
-13.73%
Aug. 12, 2025 AC 3.5 $1.66 @$1.50 $0.55
($1.66)
36.67% 38.55% O 21.68% I $2.02 $0.70
( $2.02 )
27.27%
May 14, 2025 AC 3.8 $0.17 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 20, 2025 AC 4.1 $0.85 @$1.00
Nov. 7, 2024 AC 3.9 $0.83 @$1.00
May 9, 2024 AC 4.4 $1.81 @$2.50
March 20, 2024 AC 4.4 $1.80 @$2.50
Nov. 7, 2023 AC 4.7 $1.99 @$2.50
Aug. 10, 2023 AC 4.6 $2.57 @$2.50
May 11, 2023 AC 5.6 $4.29 @$5.00

 
 
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