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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ACNB Corporation (ACNB) - NASDAQ Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.0
Avg Daily Volume: 10,914    Market Cap: 271.45M
Sector: Financial    Short Interest: 0.82
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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 0.9 $33.98 @$35.00 $3.92
($33.98)
11.2% -4.03% I -2.29% I $33.20 $2.55
( $33.20 )
-34.95%
Jan. 25, 2024 BO 0.9 $46.66 @$45.00 $4.15
($46.66)
9.22% -1.99% I -0.87% I $46.25 $4.50
( $46.25 )
8.43%
Oct. 27, 2023 BO 0.9 $33.13 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 0.7 $34.43 @$35.00
April 27, 2023 BO 0.7 $30.84 @$30.00

 
 
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