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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimerix (CMRX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.4
Avg Daily Volume: 234,648    Market Cap: 85.70M
Sector: Healthcare    Short Interest: 1.46
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 7, 2024 BO 3.4 $1.01 @$1.00 $0.05
($1.01)
5.0% -9.9% O -6.93% O $0.94 $0.05
( $0.94 )
0.0%
Oct. 31, 2024 BO 3.8 $0.92 @$1.00 $0.10
($0.92)
10.0% 8.69% I 5.43% I $0.97 $0.10
( $0.97 )
0.0%
Aug. 13, 2024 BO 3.9 $0.82 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 4.0 $1.24 @$1.00
Nov. 2, 2023 BO 4.2 $0.96 @$1.00
Aug. 3, 2023 BO 5.2 $1.18 @$1.00
May 4, 2023 BO 5.5 $1.13 @$1.00
March 2, 2023 BO 5.8 $1.59 @$2.00
Nov. 3, 2022 BO 5.8 $1.86 @$2.00
Aug. 8, 2022 AC 5.8 $2.36 @$2.50

 
 
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