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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: N/A
EVR: 5.3
Avg Daily Volume: 450,861    Market Cap: 1.75B
Sector: Technology    Short Interest: 6.46
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Aug. 13, 2024 AC 5.0 $34.00 @$35.00 $5.20
($34.00)
14.86% 25.64% O 17.64% O $40.00 $6.55
( $40.00 )
25.96%
May 7, 2024 AC 5.4 $29.11 @$30.00 $2.98
($29.11)
9.93% -8.93% I -1.16% I $28.77 $2.00
( $28.77 )
-32.89%
Feb. 6, 2024 AC 5.1 $30.25 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 AC 5.2 $36.78 @$37.50
Aug. 15, 2023 AC 5.3 $33.84 @$35.00
May 2, 2023 AC 4.8 $45.28 @$45.00
Jan. 31, 2023 AC 4.3 $49.98 @$50.00
Aug. 2, 2022 AC 4.3 $57.48 @$55.00
May 3, 2022 AC 4.2 $55.84 @$55.00
Feb. 1, 2022 AC 4.2 $56.29 @$55.00

 
 
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