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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 20, 2024 BO
OS Projected Window: Nov. 18, 2024 to Nov. 23, 2024
EVR: 1.9
Avg Daily Volume: 236,487    Market Cap: 2.72B
Sector: None    Short Interest: 10.43
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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. 6, 2024 BO 1.9 $32.99 @$35.00 $6.22
($32.99)
17.77% 6.82% I 1.57% I $33.51 $5.38
( $33.51 )
-13.5%
May 8, 2024 BO 2.0 $61.04 @$60.00 $5.00
($61.04)
8.33% -2.81% I 0.45% I $61.32 $4.80
( $61.32 )
-4.0%
Feb. 28, 2024 BO 2.0 $70.45 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 BO 2.0 $47.97 @$50.00
Aug. 10, 2023 BO 2.1 $64.01 @$65.00
May 10, 2023 BO 2.4 $59.75 @$60.00
March 1, 2023 BO 2.4 $54.85 @$55.00
Aug. 10, 2022 BO 3.0 $51.74 @$50.00
May 11, 2022 BO 0.2 $29.01 @$30.00
Nov. 10, 2021 BO 0.0 $39.17 @$40.00

 
 
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