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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegro MicroSystems (ALGM) - NASDAQ Next Earnings Date: OS Estimate: May 9, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.0
Avg Daily Volume: 1,399,424    Market Cap: 6.27B
Sector: None    Short Interest: 9.44
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 11.45%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
May 9, 2024 BO None $0.00 @$25.00 $3.00
($26.21)
11.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 1, 2024 BO 2.8 $25.94 @$25.00 $2.73
($25.94)
10.92% 13.03% O 12.33% O $29.14 $4.67
( $29.14 )
71.06%
Nov. 2, 2023 BO 2.7 $25.76 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 2.5 $51.61 @$50.00
May 10, 2023 AC 2.5 $37.83 @$40.00
Jan. 31, 2023 BO 2.3 $34.43 @$35.00
Oct. 27, 2022 BO 2.4 $22.68 @$22.50
July 28, 2022 BO 2.5 $23.89 @$25.00
May 10, 2022 BO 2.4 $23.95 @$25.00
Feb. 1, 2022 BO 2.9 $28.38 @$30.00

 
 
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