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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AlloVir (ALVR) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.7
Avg Daily Volume: 490,886    Market Cap: 86.71M
Sector: None    Short Interest: 9.65
Live Interactive Chart
Days to Next Earnings: 4 Days

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Sample Chart


 
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
May 3, 2024 BO 2.8 $0.81 @$1.00 $0.38
($0.81)
38.0% -3.7% I -1.23% I $0.80 $0.35
( $0.80 )
-7.89%
March 15, 2024 BO 2.8 $0.73 @$0.50 $0.50
($0.73)
100.0% 6.84% I 6.84% I $0.78 $0.28
( $0.78 )
-44.0%
Nov. 2, 2023 BO 2.7 $1.54 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 2.7 $3.02 @$2.50
May 4, 2023 BO 2.5 $3.86 @$5.00
Feb. 15, 2023 BO 2.4 $6.58 @$7.50
May 5, 2022 BO 3.0 $4.95 @$5.00
Feb. 10, 2022 BO 3.2 $8.56 @$7.50
Nov. 5, 2021 BO 4.0 $24.61 @$25.00
Aug. 9, 2021 BO 5.2 $20.45 @$20.00

 
 
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