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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Travelzoo (TZOO) - NASDAQ Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 5.5
Avg Daily Volume: 94,232    Market Cap: 115.27M
Sector: Technology    Short Interest: 1.81
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 5.7 $9.33 @$10.00 $1.80
($9.33)
18.0% -11.25% I -8.03% I $8.58 $1.85
( $8.58 )
2.78%
Feb. 28, 2024 BO 5.8 $9.60 @$10.00 $1.65
($9.60)
16.5% -7.91% I -7.08% I $8.92 $1.78
( $8.92 )
7.88%
Oct. 24, 2023 BO 5.0 $5.25 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 4.9 $8.00 @$7.50
April 27, 2023 BO 4.7 $6.23 @$5.00
March 22, 2023 BO 4.2 $4.58 @$5.00
July 27, 2022 BO 3.9 $6.57 @$7.50
April 26, 2022 BO 3.5 $6.29 @$7.50
March 3, 2022 BO 3.1 $9.74 @$10.00
Oct. 29, 2021 BO 3.1 $11.66 @$12.50

 
 
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