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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Independence Contract Drilling (ICD) - NYSE Next Earnings Date: Estimate: Aug. 1, 2024 BO
EVR: 3.6
Avg Daily Volume: 64,226    Market Cap: 25.68M
Sector: Basic Materials    Short Interest: 4.61
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Feb. 28, 2024 BO 3.5 $1.88 @$2.00 $0.17
($1.88)
8.5% -12.23% O -4.78% I $1.79 $0.35
( $1.79 )
105.88%
Nov. 1, 2023 BO 3.6 $2.67 @$3.00 $0.33
($2.67)
11.0% -7.11% I -4.49% I $2.55 $0.35
( $2.55 )
6.06%
Aug. 3, 2023 BO 3.9 $2.83 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 3.9 $3.06 @$3.00
March 2, 2023 BO 4.0 $4.02 @$4.00
Aug. 4, 2022 BO 4.1 $3.38 @$3.00
May 5, 2022 BO 4.2 $4.25 @$4.00
Feb. 28, 2020 BO 3.9 $0.40 @$2.50
May 2, 2019 BO 3.4 $2.67 @$7.50
March 1, 2019 BO 3.1 $3.10 @$2.50

 
 
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