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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioCryst Pharmaceuticals (BCRX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.9
Avg Daily Volume: 2,193,609    Market Cap: 950.35M
Sector: Healthcare    Short Interest: 16.48
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Nov. 4, 2024 BO 4.8 $8.43 @$8.00 $1.12
($8.43)
14.0% -18.86% O -12.81% I $7.35 $1.43
( $7.35 )
27.68%
Aug. 5, 2024 BO 5.0 $7.02 @$7.00 $1.10
($7.02)
15.71% 8.4% I 6.98% I $7.51 $0.88
( $7.51 )
-20.0%
May 6, 2024 BO 4.8 $4.45 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 BO 5.2 $5.71 @$6.00
Nov. 2, 2023 BO 5.5 $5.73 @$6.00
Aug. 3, 2023 BO 5.6 $6.95 @$7.00
May 3, 2023 BO 5.0 $7.37 @$7.00
Feb. 21, 2023 BO 4.9 $10.20 @$10.00
Nov. 1, 2022 BO 4.5 $13.35 @$13.00
Aug. 4, 2022 BO 4.0 $11.15 @$11.00

 
 
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