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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Itron (ITRI) - NASDAQ Next Earnings Date: Estimate: Aug. 1, 2024 BO
EVR: 4.8
Avg Daily Volume: 448,290    Market Cap: 4.39B
Sector: Technology    Short Interest: 4.78
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 26, 2024 BO 4.4 $74.93 @$75.00 $7.95
($74.93)
10.6% 25.41% O 22.06% O $91.46 $16.82
( $91.46 )
111.57%
Nov. 2, 2023 BO 4.1 $56.85 @$55.00 $6.40
($56.85)
11.64% 13.01% O 12.75% O $64.10 $10.10
( $64.10 )
57.81%
Aug. 3, 2023 BO 4.7 $76.75 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 BO 4.2 $54.02 @$55.00
Feb. 27, 2023 BO 4.5 $54.63 @$55.00
Aug. 4, 2022 BO 4.4 $58.62 @$60.00
May 2, 2022 BO 5.1 $47.78 @$50.00
Feb. 28, 2022 BO 4.8 $54.70 @$55.00
Nov. 4, 2021 BO 5.0 $79.14 @$80.00
Aug. 5, 2021 BO 4.4 $97.66 @$100.00

 
 
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