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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DURECT Corporation (DRRX) - NASDAQ Next Earnings Date: OS Estimate: March 11, 2025 AC
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 3.1
Avg Daily Volume: 74,964    Market Cap: 36.09M
Sector: Healthcare    Short Interest: 3.89
Live Interactive Chart
Days to Next Earnings: 109 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
Nov. 13, 2024 AC 3.2 $1.21 @$1.00 $1.45
($1.21)
145.0% 8.26% I -7.43% I $1.12 $1.38
( $1.12 )
-4.83%
Aug. 7, 2024 AC 2.9 $1.31 @$1.00 $2.40
($1.31)
240.0% 13.74% I 12.21% I $1.47 $0.88
( $1.47 )
-63.33%
March 27, 2024 AC 2.7 $1.34 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2023 AC 2.9 $0.53 @$1.00
Aug. 9, 2023 AC 3.0 $3.16 @$2.50
May 8, 2023 AC 3.4 $4.80 @$5.00
March 7, 2023 AC 3.7 $4.75 @$5.00
Aug. 4, 2022 AC 3.8 $0.63 @$2.50
May 4, 2022 AC 3.8 $0.49 @$2.50
March 7, 2022 AC 3.8 $0.58 @$2.50

 
 
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