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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vaccinex (VCNX) - NASDAQ Next Earnings Date: N/A
EVR: 2.8
Avg Daily Volume: 166,772    Market Cap: 10.21M
Sector: Health Care    Short Interest: 1.67
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
Aug. 15, 2022 BO 3.0 $1.10 @$2.50 $1.42
($1.10)
56.8% -5.45% I -2.72% I $1.07 $1.45
( $1.07 )
2.11%
May 16, 2022 BO 3.1 $1.19 @$2.50 $1.30
($1.19)
52.0% -5.88% I -0.84% I $1.18 $1.33
( $1.18 )
2.31%
March 31, 2022 BO 3.1 $1.32 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 16, 2021 BO 3.2 $2.35 @$2.50
May 14, 2021 BO 3.4 $2.01 @$2.50
March 16, 2021 BO 2.9 $3.56 @$2.50
Nov. 13, 2020 BO 2.8 $1.98 @$2.50

 
 
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