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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Moderna (MRNA) - NASDAQ Next Earnings Date: Estimated on May 1, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 4.3
Avg Daily Volume: 12,205,901    Market Cap: 13.7B
Sector: Health Care    Short Interest: 10.96
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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. 14, 2025 BO 4.5 $31.92 @$32.00 $4.06
($31.92)
12.69% -8.36% I 3.35% I $32.99 $2.28
( $32.99 )
-43.84%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2024 BO 3.9 $111.46 @$111.00
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

 
 
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