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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Halozyme Therapeutics (HALO) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.1
Avg Daily Volume: 1,519,273    Market Cap: 7.5B
Sector: Healthcare    Short Interest: 7.49
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Feb. 18, 2025 AC 3.3 $57.90 @$60.00 $6.42
($57.90)
10.7% 4.78% I -0.22% I $57.77 $4.88
( $57.77 )
-23.99%
Oct. 31, 2024 AC 2.9 $50.57 @$50.00 $5.28
($50.57)
10.56% 13.94% O 13.01% O $57.15 $6.67
( $57.15 )
26.33%
Aug. 6, 2024 AC 3.1 $51.94 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 3.0 $41.21 @$40.00
Feb. 20, 2024 AC 3.0 $36.00 @$35.00
Nov. 6, 2023 AC 2.9 $35.26 @$35.00
Aug. 8, 2023 AC 3.0 $43.31 @$45.00
May 9, 2023 AC 2.8 $30.58 @$30.00
Feb. 21, 2023 AC 3.0 $49.66 @$50.00
Nov. 8, 2022 AC 2.9 $45.83 @$45.00

 
 
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