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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegro MicroSystems (ALGM) - NASDAQ Next Earnings Date: OS Estimate: Oct. 30, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 3.7
Avg Daily Volume: 1,688,971    Market Cap: 5.9B
Sector: None    Short Interest: 4.4
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
July 31, 2025 BO 3.7 $33.87 @$35.00 $3.77
($33.87)
10.77% -9.94% I -7.26% I $31.41 $4.00
( $31.41 )
6.1%
May 8, 2025 BO 3.6 $18.69 @$17.50 $2.40
($18.69)
13.71% 15.08% O 12.73% I $21.07 $3.65
( $21.07 )
52.08%
Jan. 30, 2025 BO 3.5 $22.85 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2024 BO 3.6 $22.22 @$22.50
Aug. 1, 2024 BO 3.5 $24.04 @$25.00
May 9, 2024 BO 3.0 $29.36 @$30.00
Feb. 1, 2024 BO 2.8 $25.94 @$25.00
Nov. 2, 2023 BO 2.7 $25.76 @$25.00
Aug. 1, 2023 BO 2.5 $51.61 @$50.00
May 10, 2023 AC 2.5 $37.83 @$40.00

 
 
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