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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
bluebird bio (BLUE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 8, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 7.6
Avg Daily Volume: 6,787,584    Market Cap: 213.91M
Sector: Healthcare    Short Interest: 16.48
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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 7.2 $0.97 @$1.00 $0.25
($0.97)
25.0% 26.8% O 15.46% I $1.12 $0.23
( $1.12 )
-8.0%
March 26, 2024 BO 7.1 $1.36 @$1.50 $0.45
($1.36)
30.0% -21.32% I -11.76% I $1.20 $0.42
( $1.20 )
-6.67%
Nov. 7, 2023 BO 7.5 $3.30 @$3.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 7.3 $3.60 @$3.50
May 9, 2023 BO 7.0 $4.35 @$5.00
March 29, 2023 BO 6.7 $4.32 @$5.00
May 9, 2022 AC 5.4 $3.33 @$2.50
March 4, 2022 AC 4.9 $5.00 @$5.00
Aug. 9, 2021 BO 2.6 $25.02 @$25.00
Feb. 23, 2021 AC 2.8 $25.61 @$25.00

 
 
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