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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vanda Pharmaceuticals Inc. (VNDA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.1
Avg Daily Volume: 754,815    Market Cap: 237.63M
Sector: Healthcare    Short Interest: 5.45
Live Interactive Chart
Days to Next Earnings: 82 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 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 $0.62
($5.84)
10.33% -5.47% I -3.42% I $5.64 $0.53
( $5.64 )
-14.52%
May 8, 2024 AC 4.5 $5.36 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2022 AC 4.5 $10.80 @$11.00
May 5, 2022 AC 5.0 $9.80 @$10.00

 
 
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