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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex Pharmaceuticals Incorporated (VRTX) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.9
Avg Daily Volume: 1,885,856    Market Cap: 120.9B
Sector: Healthcare    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
May 5, 2025 AC 1.5 $500.19 @$500.00 $29.90
($500.19)
5.98% -14.32% O -10.02% O $450.03 $48.65
( $450.03 )
62.71%
Feb. 10, 2025 AC 1.6 $469.97 @$470.00 $25.90
($469.97)
5.51% -3.71% I -3.13% I $455.22 $17.42
( $455.22 )
-32.74%
Nov. 4, 2024 AC 1.5 $472.80 @$472.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 1, 2023 AC 1.6 $347.74 @$347.50
May 1, 2023 AC 1.7 $345.00 @$345.00
Feb. 7, 2023 AC 1.6 $308.54 @$307.50

 
 
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