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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
bluebird bio (BLUE) - NASDAQ Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 6.1
Avg Daily Volume: 358,677    Market Cap: 39.7M
Sector: Healthcare    Short Interest: 19.03
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
March 27, 2025 AC 6.4 $3.79 @$4.00 $0.85
($3.79)
21.25% 16.88% I 7.65% I $4.08 $0.90
( $4.08 )
5.88%
Nov. 14, 2024 BO 6.4 $0.38 @$0.50 $0.10
($0.38)
20.0% -10.52% I -5.26% I $0.36 $0.12
( $0.36 )
20.0%
Nov. 5, 2024 BO 7.7 $0.46 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2024 BO 7.6 $1.06 @$1.00
May 9, 2024 BO 7.2 $0.97 @$1.00
March 26, 2024 BO 7.1 $1.36 @$1.50
Nov. 7, 2023 BO 7.5 $3.30 @$3.50
Aug. 8, 2023 BO 7.3 $3.60 @$3.50
May 9, 2023 BO 7.0 $4.35 @$5.00
March 29, 2023 BO 6.7 $4.32 @$5.00

 
 
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