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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NovoCure Limited (NVCR) - NASDAQ Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.6
Avg Daily Volume: 1,421,644    Market Cap: 1.47B
Sector: None    Short Interest: 7.2
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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 2, 2024 BO 3.7 $12.74 @$12.50 $1.43
($12.74)
11.44% 11.53% O 11.38% I $14.19 $2.35
( $14.19 )
64.34%
Feb. 22, 2024 BO 3.8 $15.62 @$15.00 $2.33
($15.62)
15.53% 8.83% I -2.43% I $15.24 $2.45
( $15.24 )
5.15%
Oct. 26, 2023 BO 3.7 $14.08 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 3.6 $40.34 @$40.00
May 4, 2023 BO 3.7 $65.94 @$65.00
Feb. 23, 2023 BO 3.9 $82.01 @$80.00
July 28, 2022 BO 3.8 $73.96 @$75.00
April 28, 2022 BO 4.0 $76.95 @$75.00
Feb. 24, 2022 BO 3.6 $72.96 @$75.00
Oct. 28, 2021 BO 3.8 $110.78 @$110.00

 
 
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