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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mersana Therapeutics (MRSN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 5.6
Avg Daily Volume: 929,794    Market Cap: 302.23M
Sector: None    Short Interest: 11.74
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. 13, 2024 BO 5.0 $2.20 @$2.00 $0.45
($2.20)
22.5% 28.63% O 19.54% I $2.63 $0.95
( $2.63 )
111.11%
Aug. 13, 2024 BO 5.1 $1.42 @$1.50 $0.62
($1.42)
41.33% -7.04% I -4.92% I $1.35 $0.40
( $1.35 )
-35.48%
May 9, 2024 BO 4.4 $3.40 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 4.0 $4.27 @$5.00
Nov. 7, 2023 BO 4.4 $1.39 @$1.50
Aug. 8, 2023 BO 4.6 $1.20 @$1.00
May 9, 2023 BO 4.6 $7.42 @$7.50
Feb. 28, 2023 BO 4.4 $5.43 @$5.00
Nov. 7, 2022 BO 4.2 $7.54 @$7.50
Aug. 8, 2022 AC 2.8 $5.25 @$5.00

 
 
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