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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verastem (VSTM) - NASDAQ Next Earnings Date: OS Estimate: March 12, 2025 AC
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 2.4
Avg Daily Volume: 1,158,400    Market Cap: 327.98M
Sector: Healthcare    Short Interest: 2.91
Live Interactive Chart
Days to Next Earnings: 110 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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 2.2 $3.87 @$4.00 $0.20
($3.87)
5.0% -10.07% O -6.97% O $3.60 $0.90
( $3.60 )
350.0%
May 9, 2024 AC 2.5 $11.92 @$12.00 $1.05
($11.92)
8.75% -2.26% I -0.58% I $11.85 $1.12
( $11.85 )
6.67%
March 14, 2024 AC 2.6 $10.50 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2023 AC 2.7 $7.07 @$7.00
Aug. 8, 2023 AC 3.2 $10.03 @$10.00
May 9, 2023 AC 3.4 $0.43 @$1.00
March 14, 2023 AC 3.5 $0.43 @$1.00
Aug. 8, 2022 BO 4.4 $1.19 @$1.00
March 28, 2022 BO 4.4 $1.19 @$1.00
Nov. 4, 2021 AC 4.9 $2.85 @$3.00

 
 
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