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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex Pharmaceuticals Incorporated (VRTX) - NASDAQ Next Earnings Date: Nov. 2, 2026 AC
EVR: 2.6
Avg Daily Volume: 1,219,849    Market Cap: 133.0B
Sector: Healthcare    Short Interest: 1.77
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Weekly: 5.93%       Expires on: Nov. 6, 2026
Implied Move Monthly: 7.33%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 79
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
Nov. 2, 2026 AC None $0.00 @$530.00 $38.85
($529.69)
7.33% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 3, 2026 AC 2.7 $470.72 @$470.00 $39.15
($470.72)
8.33% 3.67% I 1.69% I $478.71 $32.25
( $478.71 )
-17.62%
May 4, 2026 AC 2.7 $429.85 @$430.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2026 AC 2.6 $465.02 @$465.00
Nov. 3, 2025 AC 2.6 $426.00 @$425.00
Aug. 4, 2025 AC 1.9 $472.27 @$472.50
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

 
 
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