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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex Pharmaceuticals Incorporated (VRTX) - NASDAQ Next Earnings Date: OS Estimate: April 29, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.7
Avg Daily Volume: 1,474,694    Market Cap: 105.0B
Sector: Healthcare    Short Interest: 1.39
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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. 12, 2026 AC 2.6 $465.02 @$465.00 $38.70
($465.02)
8.32% 8.35% O 5.68% I $491.47 $29.55
( $491.47 )
-23.64%
Nov. 3, 2025 AC 2.6 $426.00 @$425.00 $34.90
($426.00)
8.21% -5.36% I -1.01% I $421.67 $27.70
( $421.67 )
-20.63%
Aug. 4, 2025 AC 1.9 $472.27 @$472.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2025 AC 1.5 $500.19 @$500.00
Feb. 10, 2025 AC 1.6 $469.97 @$470.00
Nov. 4, 2024 AC 1.5 $472.80 @$472.50
Aug. 1, 2024 AC 1.5 $505.78 @$505.00
May 6, 2024 AC 1.5 $402.50 @$402.50
Feb. 5, 2024 AC 1.6 $428.89 @$430.00
Nov. 6, 2023 AC 1.6 $385.76 @$385.00

 
 
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