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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Seres Therapeutics (MCRB) - NASDAQ Next Earnings Date: OS Estimate: Jan. 14, 2025 BO
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 6.4
Avg Daily Volume: 2,845,425    Market Cap: 157.69M
Sector: None    Short Interest: 22.69
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 13, 2024 BO 6.9 $0.66 @$0.50 $0.33
($0.66)
66.0% -10.6% I -10.6% I $0.59 $0.20
( $0.59 )
-39.39%
Nov. 5, 2024 BO 7.6 $0.81 @$1.00 $0.30
($0.81)
30.0% -6.17% I 0.0% I $0.81 $0.25
( $0.81 )
-16.67%
Aug. 6, 2024 BO 6.5 $1.28 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 BO 5.4 $1.11 @$1.00
March 5, 2024 BO 5.8 $1.14 @$1.00
Nov. 2, 2023 BO 4.8 $1.44 @$1.50
Aug. 8, 2023 BO 4.7 $4.61 @$5.00
May 9, 2023 BO 4.9 $5.56 @$5.00
March 7, 2023 BO 5.2 $5.49 @$5.00
Nov. 2, 2022 BO 4.7 $9.05 @$10.00

 
 
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