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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vanda Pharmaceuticals Inc. (VNDA) - NASDAQ Next Earnings Date: Estimated on Feb. 5, 2025
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.1
Avg Daily Volume: 617,758    Market Cap: 237.63M
Sector: Healthcare    Short Interest: 5.45
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Monthly: 54.79%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Feb. 5, 2025 AC None $0.00 @$4.00 $2.40
($4.38)
54.79% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 6, 2024 AC 4.2 $4.89 @$5.00 $0.38
($4.89)
7.6% 8.38% O 2.65% I $5.02 $0.35
( $5.02 )
-7.89%
July 31, 2024 AC 4.3 $5.84 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 AC 4.5 $5.36 @$5.00
Feb. 7, 2024 AC 4.3 $3.64 @$4.00
Nov. 8, 2023 AC 3.8 $4.33 @$4.00
July 27, 2023 AC 3.7 $6.46 @$6.00
May 3, 2023 AC 4.0 $6.39 @$6.00
Feb. 8, 2023 AC 3.9 $7.15 @$7.00
Nov. 2, 2022 AC 4.1 $10.31 @$10.00

 
 
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