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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 10.0
Avg Daily Volume: 4,442,042    Market Cap: 599.70M
Sector: Healthcare    Short Interest: 36.57
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 12, 2024 BO 10.0 $9.01 @$10.00 $2.69
($9.01)
26.9% -12.43% I -6.1% I $8.46 $2.31
( $8.46 )
-14.13%
Aug. 8, 2024 BO 10.0 $10.71 @$10.50 $2.23
($10.71)
21.24% -17.18% I 9.05% I $11.68 $1.70
( $11.68 )
-23.77%
May 10, 2024 BO 8.3 $4.47 @$4.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 7.8 $6.02 @$6.00
Nov. 9, 2023 BO 8.3 $6.80 @$7.00
Aug. 8, 2023 BO 8.5 $7.52 @$7.50
May 9, 2023 BO 7.9 $7.45 @$7.50
Feb. 28, 2023 AC 7.4 $9.26 @$9.50
Nov. 8, 2022 AC 7.6 $19.65 @$19.50
Aug. 8, 2022 AC 7.6 $57.25 @$57.00

 
 
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