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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Repligen Corporation (RGEN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 4.0
Avg Daily Volume: 687,936    Market Cap: 10.60B
Sector: Healthcare    Short Interest: 9.87
Live Interactive Chart
Days to Next Earnings: 89 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 4.0 $139.51 @$140.00 $23.85
($139.51)
17.04% 10.73% I 6.5% I $148.59 $20.05
( $148.59 )
-15.93%
July 30, 2024 BO 3.8 $138.00 @$140.00 $17.00
($138.00)
12.14% 17.05% O 16.36% O $160.59 $23.82
( $160.59 )
40.12%
May 1, 2024 BO 3.7 $164.20 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 BO 3.8 $199.73 @$200.00
Oct. 31, 2023 BO 3.3 $114.17 @$115.00
Aug. 2, 2023 BO 3.5 $167.12 @$165.00
May 2, 2023 BO 3.6 $153.54 @$155.00
Feb. 22, 2023 BO 3.6 $178.00 @$180.00
Aug. 2, 2022 BO 3.3 $212.56 @$210.00
April 27, 2022 BO 2.7 $142.56 @$145.00

 
 
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