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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aldeyra Therapeutics (ALDX) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.9
Avg Daily Volume: 481,874    Market Cap: 170.80M
Sector: Healthcare    Short Interest: 4.16
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
March 14, 2024 AC 3.2 $2.77 @$2.50 $0.60
($2.77)
24.0% -2.16% I 0.72% I $2.79 $0.75
( $2.79 )
25.0%
Nov. 9, 2023 AC 3.3 $2.35 @$2.50 $0.30
($2.35)
12.0% -6.38% I -2.55% I $2.29 $0.25
( $2.29 )
-16.67%
Aug. 4, 2023 BO 3.5 $7.92 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2022 BO 3.1 $6.24 @$5.00
May 5, 2022 BO 3.0 $2.93 @$2.50
March 17, 2022 BO 2.7 $4.18 @$5.00
Oct. 28, 2021 BO 2.8 $8.24 @$7.50
Aug. 5, 2021 BO 2.7 $8.84 @$10.00
May 6, 2021 BO 2.8 $11.97 @$12.50
March 11, 2021 BO 3.1 $12.08 @$12.50

 
 
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