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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: Estimate: Feb. 27, 2024 AC
EVR: 6.1
Avg Daily Volume: 500,459    Market Cap: 2.31B
Sector: Technology    Short Interest: 2.81
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Aug. 29, 2023 AC 6.1 $75.78 @$76.00 $9.30
($75.78)
12.24% -24.51% O -20.37% O $60.34 $15.75
( $60.34 )
69.35%
May 30, 2023 AC 6.0 $81.96 @$82.00 $13.25
($81.96)
16.16% -17.61% O -11.76% I $72.32 $10.45
( $72.32 )
-21.13%
Dec. 1, 2022 AC 6.4 $73.93 @$74.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 30, 2022 AC 6.0 $84.50 @$84.00
May 31, 2022 AC 6.3 $85.22 @$85.00
Feb. 28, 2022 AC 5.5 $139.71 @$140.00
Nov. 30, 2021 AC 5.1 $179.52 @$180.00
Aug. 31, 2021 AC 4.5 $103.57 @$104.00
June 1, 2021 AC 4.8 $101.13 @$101.00
March 2, 2021 AC 4.5 $113.71 @$114.00

 
 
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