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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.4
Avg Daily Volume: 457,563    Market Cap: 253.0M
Sector: Technology    Short Interest: 9.26
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
March 12, 2025 BO 3.7 $7.75 @$7.50 $0.73
($7.75)
9.73% 2.96% I 0.64% I $7.80 $0.70
( $7.80 )
-4.11%
Dec. 16, 2024 BO 3.6 $9.15 @$10.00 $1.47
($9.15)
14.7% 12.78% I 6.33% I $9.73 $1.27
( $9.73 )
-13.61%
Aug. 19, 2024 AC 3.6 $10.59 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 AC 3.8 $8.08 @$7.50
March 7, 2024 AC 3.8 $6.65 @$7.50
Nov. 13, 2023 BO 3.9 $6.71 @$7.50
Aug. 11, 2023 BO 4.3 $6.77 @$7.50
May 10, 2023 BO 4.5 $7.19 @$7.50
Feb. 22, 2023 BO 4.5 $6.72 @$7.50
Nov. 14, 2022 BO 3.7 $5.51 @$5.00

 
 
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