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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vir Biotechnology (VIR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 27, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.8
Avg Daily Volume: 1,315,957    Market Cap: 1.26B
Sector: None    Short Interest: 6.76
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
Oct. 31, 2024 AC 4.0 $7.49 @$7.50 $1.15
($7.49)
15.33% 30.04% O 23.63% O $9.26 $0.20
( $9.26 )
-82.61%
Aug. 1, 2024 AC 4.0 $9.73 @$10.00 $1.33
($9.73)
13.3% -7.29% I -5.34% I $9.21 $0.60
( $9.21 )
-54.89%
May 2, 2024 AC 3.8 $9.18 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 AC 3.9 $10.30 @$10.00
Nov. 2, 2023 AC 3.6 $8.19 @$7.50
Aug. 3, 2023 AC 3.7 $13.97 @$15.00
May 4, 2023 AC 3.7 $25.50 @$25.00
Feb. 23, 2023 AC 3.6 $25.81 @$25.00
Nov. 3, 2022 AC 3.0 $21.80 @$22.50
Aug. 4, 2022 AC 3.1 $29.25 @$30.00

 
 
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