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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vanda Pharmaceuticals Inc. (VNDA) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.8
Avg Daily Volume: 657,505    Market Cap: 279.9M
Sector: Healthcare    Short Interest: 5.64
Live Interactive Chart
Days to Next Earnings: 36 Days

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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. 13, 2025 AC 4.1 $4.70 @$5.00 $0.47
($4.70)
9.4% -10.63% O -5.95% I $4.42 $0.50
( $4.42 )
6.38%
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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