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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allison Transmission Holdings (ALSN) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 3.6
Avg Daily Volume: 737,627    Market Cap: 8.0B
Sector: Consumer Goods    Short Interest: 3.43
Live Interactive Chart
Days to Next Earnings: 31 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 1, 2025 AC 3.7 $93.39 @$95.00 $9.25
($93.39)
9.74% 9.01% I 4.13% I $97.25 $5.28
( $97.25 )
-42.92%
Feb. 11, 2025 AC 3.3 $114.19 @$115.00 $8.40
($114.19)
7.3% -17.45% O -12.46% O $99.96 $15.80
( $99.96 )
88.1%
Oct. 29, 2024 AC 3.2 $100.15 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 AC 3.2 $84.41 @$85.00
April 25, 2024 AC 3.1 $80.26 @$80.00
Feb. 13, 2024 AC 2.7 $61.54 @$60.00
Oct. 25, 2023 AC 2.5 $57.20 @$55.00
July 27, 2023 AC 2.6 $57.61 @$60.00
April 27, 2023 AC 2.5 $45.59 @$45.00
Feb. 15, 2023 AC 2.3 $45.58 @$45.00

 
 
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