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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Silicon Laboratories (SLAB) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 4.2
Avg Daily Volume: 348,319    Market Cap: 4.18B
Sector: Technology    Short Interest: 8.37
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 24, 2024 BO 4.4 $125.41 @$125.00 $15.60
($125.41)
12.48% -10.58% I -8.89% I $114.26 $13.77
( $114.26 )
-11.73%
Feb. 7, 2024 BO 4.0 $118.30 @$120.00 $14.50
($118.30)
12.08% 15.29% O 13.02% O $133.71 $15.47
( $133.71 )
6.69%
Nov. 1, 2023 BO 3.5 $92.18 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 3.4 $158.72 @$160.00
April 26, 2023 BO 3.6 $156.06 @$155.00
Feb. 1, 2023 BO 3.1 $156.91 @$155.00
July 27, 2022 BO 3.0 $138.54 @$140.00
April 27, 2022 BO 3.1 $127.28 @$125.00
Feb. 2, 2022 BO 3.0 $165.42 @$165.00
Oct. 27, 2021 BO 2.3 $154.86 @$155.00

 
 
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