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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Harmonic Inc. (HLIT) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 5.8
Avg Daily Volume: 1,727,681    Market Cap: 1.18B
Sector: Technology    Short Interest: 8.99
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 29, 2024 AC 5.2 $9.40 @$10.00 $1.35
($9.40)
13.5% 28.82% O 14.25% O $10.74 $1.08
( $10.74 )
-20.0%
Jan. 29, 2024 AC 5.4 $11.64 @$12.50 $2.00
($11.64)
16.0% 6.44% I 1.8% I $11.85 $1.15
( $11.85 )
-42.5%
Oct. 30, 2023 AC 5.3 $9.73 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 5.2 $14.92 @$15.00
May 8, 2023 AC 5.0 $13.48 @$12.50
Jan. 30, 2023 AC 5.1 $14.20 @$15.00
Oct. 31, 2022 AC 5.6 $15.45 @$15.00
Aug. 1, 2022 AC 5.9 $10.85 @$10.00
May 2, 2022 AC 5.5 $8.60 @$7.50
Jan. 31, 2022 AC 5.6 $10.76 @$10.00

 
 
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