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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intellia Therapeutics (NTLA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.9
Avg Daily Volume: 3,056,874    Market Cap: 2.59B
Sector: None    Short Interest: 14.71
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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. 7, 2024 BO 2.9 $16.06 @$15.00 $1.50
($16.06)
10.0% 6.78% I -0.37% I $16.00 $1.38
( $16.00 )
-8.0%
Aug. 8, 2024 BO 3.4 $21.31 @$22.50 $2.33
($21.31)
10.36% 5.06% I 5.02% I $22.38 $1.57
( $22.38 )
-32.62%
May 9, 2024 BO 3.4 $23.00 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 BO 3.5 $26.88 @$25.00
Nov. 9, 2023 BO 3.6 $28.45 @$30.00
Aug. 3, 2023 BO 3.9 $39.71 @$40.00
May 4, 2023 BO 3.8 $38.58 @$40.00
Feb. 23, 2023 BO 3.9 $38.94 @$40.00
Nov. 3, 2022 BO 4.4 $51.10 @$50.00
Aug. 4, 2022 BO 4.0 $71.70 @$70.00

 
 
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