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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Insmed Incorporated (INSM) - NASDAQ Next Earnings Date: OS Estimate: Feb. 20, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.1
Avg Daily Volume: 1,431,520    Market Cap: 4.05B
Sector: Healthcare    Short Interest: 6.18
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 31, 2024 BO 2.4 $70.30 @$70.00 $6.55
($70.30)
9.36% -4.62% I -4.29% I $67.28 $4.92
( $67.28 )
-24.89%
Aug. 8, 2024 BO 2.4 $70.99 @$70.00 $5.95
($70.99)
8.5% -3.85% I 1.15% I $71.81 $4.40
( $71.81 )
-26.05%
May 9, 2024 BO 2.2 $26.00 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 BO 2.1 $28.24 @$30.00
Oct. 26, 2023 BO 2.6 $25.45 @$25.00
Aug. 3, 2023 BO 2.7 $21.77 @$22.50
May 4, 2023 BO 3.0 $19.80 @$20.00
Feb. 23, 2023 BO 3.3 $20.89 @$20.00
Oct. 27, 2022 BO 3.4 $17.71 @$17.50
Aug. 4, 2022 BO 3.2 $21.76 @$22.50

 
 
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