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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex Pharmaceuticals Incorporated (VRTX) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.6
Avg Daily Volume: 1,244,232    Market Cap: 107.37B
Sector: Healthcare    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 4, 2024 AC 1.5 $472.80 @$472.50 $30.85
($472.80)
6.53% 6.43% I 5.72% I $499.88 $33.23
( $499.88 )
7.71%
Aug. 1, 2024 AC 1.5 $505.78 @$505.00 $30.15
($505.78)
5.97% -2.92% I -2.23% I $494.46 $25.55
( $494.46 )
-15.26%
May 6, 2024 AC 1.5 $402.50 @$402.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 AC 1.6 $428.89 @$430.00
Nov. 6, 2023 AC 1.6 $385.76 @$385.00
Aug. 1, 2023 AC 1.6 $347.74 @$347.50
May 1, 2023 AC 1.7 $345.00 @$345.00
Feb. 7, 2023 AC 1.6 $308.54 @$307.50
Oct. 27, 2022 AC 1.4 $287.89 @$287.50
Aug. 4, 2022 AC 1.4 $274.85 @$275.00

 
 
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