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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AeroVironment (AVAV) - NASDAQ Next Earnings Date: Estimate: June 25, 2024 AC
EVR: 4.6
Avg Daily Volume: 348,880    Market Cap: 4.31B
Sector: Industrial Goods    Short Interest: 4.15
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Sept. 5, 2023 AC 3.8 $95.29 @$95.00 $7.30
($95.29)
7.68% 30.47% O 20.73% O $115.05 $21.12
( $115.05 )
189.32%
Sept. 7, 2022 AC 3.4 $88.67 @$90.00 $8.35
($88.67)
9.28% 18.82% O 14.88% O $101.87 $12.90
( $101.87 )
54.49%
June 28, 2022 AC 3.2 $81.71 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2022 AC 3.6 $72.98 @$75.00
Dec. 7, 2021 AC 3.7 $57.98 @$60.00
Sept. 8, 2021 AC 3.6 $105.50 @$105.00
June 29, 2021 AC 3.7 $109.87 @$110.00
March 9, 2021 AC 3.9 $106.37 @$105.00
Dec. 8, 2020 AC 4.4 $90.45 @$90.00
Sept. 9, 2020 AC 4.6 $69.00 @$70.00

 
 
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