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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Amylyx Pharmaceuticals (AMLX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 8, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 5.3
Avg Daily Volume: 2,195,535    Market Cap: 123.09M
Sector: None    Short Interest: 10.54
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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 5.6 $1.93 @$2.00 $0.28
($1.93)
14.0% -10.36% I -2.07% I $1.89 $0.28
( $1.89 )
0.0%
Feb. 22, 2024 BO 4.7 $15.31 @$15.00 $3.52
($15.31)
23.47% 29.0% O 21.09% I $18.54 $5.50
( $18.54 )
56.25%
Nov. 9, 2023 BO 3.5 $18.00 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 AC 4.1 $21.17 @$20.00
May 11, 2023 AC 4.6 $28.82 @$30.00
March 13, 2023 AC 3.5 $31.17 @$30.00
Nov. 10, 2022 AC 4.0 $35.39 @$35.00
Aug. 11, 2022 AC 0.7 $26.00 @$25.00
May 12, 2022 AC 0.0 $7.48 @$7.50

 
 
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