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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 1.9
Avg Daily Volume: 359,639    Market Cap: 1.5B
Sector: None    Short Interest: 14.83
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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. 26, 2025 BO 1.9 $29.21 @$30.00 $4.15
($29.21)
13.83% 7.63% I 5.34% I $30.77 $5.25
( $30.77 )
26.51%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 2.0 $70.45 @$70.00
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
Nov. 9, 2022 BO 2.9 $55.86 @$55.00
Aug. 10, 2022 BO 3.0 $51.74 @$50.00

 
 
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