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Implied Movement: Weekly Straddle Tracking History   
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Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: May 2, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.9
Avg Daily Volume: 3,910,648    Market Cap: 40.80B
Sector: Health Care    Short Interest: 7.65
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 10.03%       Expires on: May 3, 2024
Implied Move Monthly: 13.82%       Expires on: May 17, 2024

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Sample Chart


 
Tracking Statistics Available: 16
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
May 2, 2024 BO None $0.00 @$105.00 $10.55
($105.14)
11.58% 13.44% 9.86% 10.03% -None% I -None% I $0.00 $0.00
($0.00)
None%
Feb. 22, 2024 BO 3.8 $87.59 @$88.00 $8.55
($87.59)
12.36% 12.38% 9.2% 9.72% 16.14% O 13.52% O $99.44 $11.25
($99.44)
31.58%
Nov. 2, 2023 BO 3.6 $76.20 @$76.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 3.7 $110.22 @$110.00
May 4, 2023 BO 4.0 $130.14 @$130.00
Feb. 23, 2023 BO 4.5 $158.17 @$157.50
Nov. 3, 2022 BO 4.3 $148.62 @$149.00
Aug. 3, 2022 BO 4.2 $160.81 @$160.00
May 4, 2022 BO 4.6 $146.54 @$147.00
Feb. 24, 2022 BO 4.4 $135.73 @$136.00


 
 
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