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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American National Bankshares (AMNB) - NASDAQ Next Earnings Date: Estimated on April 23, 2024
EVR: 0.9
Avg Daily Volume: 15,112    Market Cap: 497.57M
Sector: Financial    Short Interest: 0.55
Live Interactive Chart
Days to Next Earnings: 5 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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 21, 2022 BO 1.0 $36.12 @$35.00 $4.18
($36.12)
11.94% -0.88% I -0.35% I $35.99 $4.12
( $35.99 )
-1.44%
April 21, 2022 BO 1.0 $37.56 @$40.00 $2.75
($37.56)
6.88% -1.78% I -0.61% I $37.33 $3.08
( $37.33 )
12.0%
Jan. 20, 2022 BO 1.0 $37.42 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2021 BO 1.1 $34.84 @$35.00
July 22, 2021 BO 1.1 $30.50 @$30.00
April 22, 2021 BO 1.1 $31.69 @$30.00
Jan. 21, 2021 BO 1.2 $27.83 @$30.00
Oct. 22, 2020 BO 1.3 $23.47 @$22.50
July 23, 2020 BO 1.3 $23.25 @$22.50
April 20, 2020 BO 1.2 $22.07 @$22.50

 
 
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