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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AdvanSix Inc. (ASIX) - NYSE Next Earnings Date: OS Estimate: May 3, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.9
Avg Daily Volume: 130,784    Market Cap: 701.14M
Sector: None    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 14.31%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 None $0.00 @$25.00 $3.88
($27.12)
14.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 16, 2024 BO 3.1 $27.41 @$25.00 $4.05
($27.41)
16.2% 6.74% I 5.72% I $28.98 $4.85
( $28.98 )
19.75%
Nov. 3, 2023 BO 2.8 $28.07 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2023 BO 3.0 $39.38 @$40.00
May 5, 2023 BO 3.3 $35.05 @$35.00
Feb. 17, 2023 BO 3.5 $41.90 @$40.00
Nov. 4, 2022 BO 3.5 $35.68 @$35.00
Aug. 5, 2022 BO 3.5 $38.28 @$40.00
May 6, 2022 BO 3.8 $47.11 @$45.00
Feb. 18, 2022 BO 3.3 $41.16 @$40.00

 
 
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