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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 5.8
Avg Daily Volume: 582,567    Market Cap: 2.6B
Sector: Technology    Short Interest: 6.47
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 4, 2025 AC 5.3 $42.09 @$42.50 $5.10
($42.09)
12.0% 24.13% O 18.5% O $49.88 $7.55
( $49.88 )
48.04%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 5.1 $30.25 @$30.00
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
Nov. 1, 2022 AC 4.5 $48.63 @$50.00
Aug. 2, 2022 AC 4.3 $57.48 @$55.00

 
 
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