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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.5
Avg Daily Volume: 5,519,437    Market Cap: 40.80B
Sector: Health Care    Short Interest: 7.65
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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. 7, 2024 BO 4.7 $51.81 @$52.00 $7.90
($51.81)
15.19% 9.43% I -2.95% I $50.28 $4.38
( $50.28 )
-44.56%
Aug. 1, 2024 BO 4.1 $119.22 @$119.00 $13.55
($119.22)
11.39% -21.48% O -21.01% O $94.17 $26.68
( $94.17 )
96.9%
May 2, 2024 BO 3.9 $111.46 @$111.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 BO 3.8 $87.59 @$88.00
Nov. 2, 2023 BO 3.6 $76.20 @$76.00
Aug. 3, 2023 BO 3.7 $110.22 @$110.00
May 4, 2023 BO 4.0 $130.14 @$130.00
Feb. 23, 2023 BO 4.5 $158.17 @$157.50
Nov. 3, 2022 BO 4.3 $148.62 @$149.00
Aug. 3, 2022 BO 4.2 $160.81 @$160.00

 
 
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