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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ACNB Corporation (ACNB) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 0.9
Avg Daily Volume: 18,419    Market Cap: 472.9M
Sector: Financial    Short Interest: 1.28
Live Interactive Chart
Days to Next Earnings: 79 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Oct. 23, 2025 BO 0.9 $44.39 @$45.00 $2.05
($44.39)
4.56% 3.62% I 3.1% I $45.77 $5.05
( $45.77 )
146.34%
Jan. 23, 2025 AC 0.9 $39.37 @$40.00 $2.50
($39.37)
6.25% 1.14% I 0.81% I $39.69 $2.15
( $39.69 )
-14.0%
Oct. 25, 2024 AC 0.9 $42.00 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2024 BO 1.0 $43.47 @$45.00
July 25, 2024 AC 1.0 $38.80 @$40.00
April 25, 2024 BO 0.9 $33.98 @$35.00
Jan. 25, 2024 BO 0.9 $46.66 @$45.00
Oct. 27, 2023 BO 0.9 $33.13 @$35.00
July 27, 2023 BO 0.7 $34.43 @$35.00
April 27, 2023 BO 0.7 $30.84 @$30.00

 
 
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