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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Xencor (XNCR) - NASDAQ Next Earnings Date: Estimated on Aug. 5, 2026
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.6
Avg Daily Volume: 834,728    Market Cap: 1.1B
Sector: Healthcare    Short Interest: 15.18
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 6, 2026 AC 3.7 $13.01 @$12.50 $1.95
($13.01)
15.6% -6.99% I -5.38% I $12.31 $1.95
( $12.31 )
0.0%
Feb. 25, 2026 AC 3.2 $11.98 @$12.50 $2.55
($11.98)
20.4% 21.36% O 13.1% I $13.55 $3.33
( $13.55 )
30.59%
Nov. 5, 2025 AC 3.5 $14.37 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 3.6 $7.49 @$7.50
May 7, 2025 AC 3.5 $7.99 @$7.50
Feb. 27, 2025 BO 3.5 $14.38 @$15.00
May 9, 2024 AC 3.5 $23.54 @$22.50
Feb. 27, 2024 AC 3.2 $26.52 @$25.00
Nov. 7, 2023 AC 3.3 $18.54 @$17.50
Aug. 3, 2023 AC 3.1 $23.35 @$22.50

 
 
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