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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merus N.V. (MRUS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 28, 2024 AC
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 3.2
Avg Daily Volume: 448,419    Market Cap: 2.61B
Sector: None    Short Interest: 7.05
Live Interactive Chart
Days to Next Earnings: 6 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
Oct. 31, 2024 AC 3.5 $49.93 @$50.00 $4.15
($49.93)
8.3% 1.4% I 0.74% I $50.30 $1.18
( $50.30 )
-71.57%
May 2, 2024 AC 3.5 $47.50 @$45.00 $7.65
($47.50)
17.0% 4.21% I 1.81% I $48.36 $6.55
( $48.36 )
-14.38%
Feb. 28, 2024 AC 4.2 $48.70 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 AC 3.9 $21.94 @$22.50
Aug. 7, 2023 AC 3.7 $25.05 @$25.00
May 4, 2023 AC 3.5 $18.81 @$20.00
Feb. 28, 2023 AC 3.6 $19.07 @$20.00
Aug. 4, 2022 AC 2.1 $28.21 @$30.00
March 15, 2022 AC 2.1 $26.20 @$25.00

 
 
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