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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex Pharmaceuticals Incorporated (VRTX) - NASDAQ Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.5
Avg Daily Volume: 1,033,466    Market Cap: 107.37B
Sector: Healthcare    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 5, 2024 AC 1.6 $428.89 @$430.00 $25.10
($428.89)
5.84% -4.21% I -2.97% I $416.13 $18.07
( $416.13 )
-28.01%
Nov. 6, 2023 AC 1.6 $385.76 @$385.00 $17.00
($385.76)
4.42% -4.03% I -1.94% I $378.25 $9.92
( $378.25 )
-41.65%
Aug. 1, 2023 AC 1.6 $347.74 @$347.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2023 AC 1.7 $345.00 @$345.00
Feb. 7, 2023 AC 1.6 $308.54 @$307.50
Oct. 27, 2022 AC 1.4 $287.89 @$287.50
Aug. 4, 2022 AC 1.4 $274.85 @$275.00
May 5, 2022 AC 1.4 $266.37 @$267.50
Jan. 26, 2022 AC 1.4 $226.58 @$227.50
Nov. 2, 2021 AC 1.4 $181.40 @$182.50

 
 
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