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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alnylam Pharmaceuticals (ALNY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 13, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.3
Avg Daily Volume: 945,579    Market Cap: 29.71B
Sector: Healthcare    Short Interest: 4.1
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Oct. 31, 2024 BO 2.5 $281.49 @$280.00 $21.30
($281.49)
7.61% -6.33% I -5.29% I $266.59 $19.53
( $266.59 )
-8.31%
Aug. 1, 2024 BO 2.1 $237.46 @$240.00 $17.70
($237.46)
7.38% 14.12% O 13.11% O $268.61 $29.97
( $268.61 )
69.32%
May 2, 2024 BO 2.1 $149.96 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 BO 1.9 $164.15 @$165.00
Nov. 2, 2023 BO 1.9 $157.00 @$155.00
Aug. 3, 2023 BO 2.0 $187.01 @$185.00
May 4, 2023 BO 2.1 $199.50 @$200.00
Feb. 23, 2023 BO 2.3 $201.10 @$200.00
Oct. 27, 2022 BO 2.3 $201.02 @$200.00
July 28, 2022 BO 2.3 $141.97 @$140.00

 
 
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