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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
WNS (Holdings) Limited (WNS) - NYSE Next Earnings Date: OS Estimate: July 18, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.0
Avg Daily Volume: 485,291    Market Cap: 2.41B
Sector: Services    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 25, 2024 BO 1.7 $46.86 @$45.00 $5.33
($46.86)
11.84% -14.51% O -10.37% I $42.00 $3.77
( $42.00 )
-29.27%
Jan. 18, 2024 BO None $64.95 @$65.00 $5.28
($64.95)
8.12% 7.77% I -3.09% I $62.94 $5.17
( $62.94 )
-2.08%
Oct. 19, 2023 BO None $68.69 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO None $72.70 @$75.00
April 27, 2023 BO None $87.88 @$90.00
Jan. 19, 2023 BO None $83.41 @$85.00
July 21, 2022 BO 1.7 $78.73 @$80.00
April 21, 2022 BO 1.6 $84.00 @$85.00
Jan. 20, 2022 BO 1.9 $87.22 @$85.00
Oct. 28, 2021 BO 1.9 $84.51 @$85.00

 
 
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