Optionslam.com

   
    Log In | Join US    
Implied Movement: Weekly Straddle Tracking History   
Get Weekly Straddles For:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 8.3
Avg Daily Volume: 9,596,243    Market Cap: 743.15M
Sector: Healthcare    Short Interest: 43.92
Live Interactive Chart
Days to Next Earnings: 39 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Tracking Statistics Available: 18
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
Feb. 28, 2024 BO 7.8 $6.02 @$6.00 $1.19
($6.02)
15.58% 19.83% 15.58% 19.83% -29.73% O -26.74% O $4.41 $1.63
($4.41)
36.97%
Nov. 9, 2023 BO 8.3 $6.80 @$7.00 $1.06
($6.80)
12.89% 15.59% 12.75% 15.14% 10.14% I -1.32% I $6.71 $0.37
($6.71)
-65.09%
Aug. 8, 2023 BO 8.5 $7.52 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 7.9 $7.45 @$7.50
Feb. 28, 2023 AC 7.4 $9.26 @$9.50
Nov. 8, 2022 AC 7.6 $19.65 @$19.50
Aug. 8, 2022 AC 7.6 $57.25 @$57.00
May 9, 2022 AC 7.3 $53.26 @$53.00
Feb. 28, 2022 AC 7.4 $83.37 @$83.00
Nov. 4, 2021 AC 7.2 $179.41 @$180.00


 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US