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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: Estimated on May 28, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 6.1
Avg Daily Volume: 555,170    Market Cap: 1.89B
Sector: Technology    Short Interest: 6.36
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Weekly: 12.14%       Expires on: May 31, 2024
Implied Move Monthly: 17.12%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 28, 2024 AC None $0.00 @$45.00 $7.80
($45.56)
17.12% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 AC None $57.96 @$58.00 $8.55
($57.96)
14.74% 12.81% I 0.05% I $57.99 $4.40
( $57.99 )
-48.54%
Nov. 30, 2023 AC None $58.71 @$59.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 29, 2023 AC 6.1 $75.78 @$76.00
May 30, 2023 AC 6.0 $81.96 @$82.00
Feb. 28, 2023 AC None $94.31 @$94.00
Dec. 1, 2022 AC 6.4 $73.93 @$74.00
Aug. 30, 2022 AC 6.0 $84.50 @$84.00
May 31, 2022 AC 6.3 $85.22 @$85.00
Feb. 28, 2022 AC 5.5 $139.71 @$140.00

 
 
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