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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mersana Therapeutics (MRSN) - NASDAQ Next Earnings Date: Estimated on May 15, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 5.4
Avg Daily Volume: 3,590,554    Market Cap: 67.8M
Sector: None    Short Interest: 7.34
Live Interactive Chart
Days to Next Earnings: 44 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
March 3, 2025 BO 5.6 $0.52 @$0.50 $0.55
($0.52)
110.0% -7.69% I -7.69% I $0.48 $0.30
( $0.48 )
-45.45%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 4.4 $3.40 @$3.00
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

 
 
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