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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Trex Company (TREX) - NYSE Next Earnings Date: OS Estimate: April 29, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.4
Avg Daily Volume: 748,250    Market Cap: 10.28B
Sector: Industrial Goods    Short Interest: 6.23
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 9.67%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 AC 3.5 $94.86 @$95.00 $9.20
($94.86)
9.68% 7.43% I -1.78% I $93.17 $6.00
( $93.17 )
-34.78%
Oct. 30, 2023 AC 3.6 $55.30 @$55.00 $6.28
($55.30)
11.42% 7.59% I 1.64% I $56.21 $4.30
( $56.21 )
-31.53%
July 31, 2023 AC 3.6 $69.14 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2023 AC 3.7 $56.30 @$55.00
Feb. 27, 2023 AC 3.8 $51.40 @$50.00
Oct. 31, 2022 AC 3.8 $48.09 @$50.00
Aug. 8, 2022 AC 3.7 $63.83 @$65.00
May 9, 2022 AC 3.5 $55.68 @$55.00
Feb. 28, 2022 AC 3.4 $91.84 @$90.00
Nov. 8, 2021 AC 3.3 $115.79 @$115.00

 
 
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