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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegro MicroSystems (ALGM) - NASDAQ Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.5
Avg Daily Volume: 1,474,664    Market Cap: 6.27B
Sector: None    Short Interest: 9.44
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
May 9, 2024 BO 3.0 $29.36 @$30.00 $2.52
($29.36)
8.4% -19.48% O -5.75% I $27.67 $2.65
( $27.67 )
5.16%
Feb. 1, 2024 BO 2.8 $25.94 @$25.00 $2.73
($25.94)
10.92% 13.03% O 12.33% O $29.14 $4.67
( $29.14 )
71.06%
Nov. 2, 2023 BO 2.7 $25.76 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 2.5 $51.61 @$50.00
May 10, 2023 AC 2.5 $37.83 @$40.00
Jan. 31, 2023 BO 2.3 $34.43 @$35.00
Oct. 27, 2022 BO 2.4 $22.68 @$22.50
July 28, 2022 BO 2.5 $23.89 @$25.00
May 10, 2022 BO 2.4 $23.95 @$25.00
Feb. 1, 2022 BO 2.9 $28.38 @$30.00

 
 
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