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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Align Technology (ALGN) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 5.7
Avg Daily Volume: 654,678    Market Cap: 21.26B
Sector: Healthcare    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
April 24, 2024 AC 6.1 $313.78 @$315.00 $40.20
($313.78)
12.76% -5.25% I -1.04% I $310.50 $21.30
( $310.50 )
-47.01%
Jan. 31, 2024 AC 6.1 $267.32 @$267.50 $35.10
($267.32)
13.12% 15.21% O 2.26% I $273.38 $17.55
( $273.38 )
-50.0%
Oct. 25, 2023 AC 5.9 $253.69 @$252.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 5.5 $339.85 @$340.00
April 26, 2023 AC 5.3 $354.55 @$355.00
Feb. 1, 2023 AC 4.7 $282.53 @$282.50
Oct. 26, 2022 AC 4.3 $221.64 @$222.50
July 27, 2022 AC 4.6 $262.61 @$262.50
April 27, 2022 AC 4.0 $360.43 @$360.00
Feb. 2, 2022 AC 4.6 $505.62 @$505.00

 
 
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