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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merus N.V. (MRUS) - NASDAQ Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 3.0
Avg Daily Volume: 759,989    Market Cap: 3.2B
Sector: None    Short Interest: 9.61
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 27, 2025 AC 3.2 $46.22 @$45.00 $6.83
($46.22)
15.18% -3.72% I 1.88% I $47.09 $6.75
( $47.09 )
-1.17%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 AC 4.2 $48.70 @$50.00
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
Nov. 3, 2022 BO 2.1 $20.38 @$20.00
Aug. 4, 2022 AC 2.1 $28.21 @$30.00

 
 
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