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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Iteris (ITI) - NASDAQ Next Earnings Date: Estimated on June 14, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.5
Avg Daily Volume: 100,948    Market Cap: 211.22M
Sector: Technology    Short Interest: 0.71
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 8, 2024 AC 3.8 $5.34 @$5.00 $0.60
($5.34)
12.0% -5.8% I -0.37% I $5.32 $0.35
( $5.32 )
-41.67%
Nov. 9, 2023 AC 4.0 $4.28 @$5.00 $0.57
($4.28)
11.4% 3.03% I -0.7% I $4.25 $0.75
( $4.25 )
31.58%
Aug. 8, 2023 AC 3.8 $4.17 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 13, 2023 AC 3.8 $4.69 @$5.00
Feb. 2, 2023 AC 3.5 $3.97 @$5.00
Nov. 8, 2022 AC 3.4 $2.70 @$2.50
Aug. 4, 2022 AC 3.5 $2.92 @$2.50
June 1, 2022 AC 3.5 $2.70 @$2.50
Feb. 3, 2022 AC 3.1 $3.70 @$2.50
Nov. 3, 2021 AC 3.1 $5.31 @$5.00

 
 
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