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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Acuity Brands (AYI) - NYSE Next Earnings Date: Estimate: June 27, 2024 BO
EVR: 3.0
Avg Daily Volume: 262,402    Market Cap: 7.93B
Sector: Technology    Short Interest: 4.67
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Jan. 9, 2024 BO 3.1 $204.52 @$200.00 $14.40
($204.52)
7.2% 11.6% O 11.48% O $228.00 $28.02
( $228.00 )
94.58%
June 29, 2023 BO 3.4 $160.66 @$160.00 $14.15
($160.66)
8.84% -3.69% I 1.12% I $162.46 $8.62
( $162.46 )
-39.08%
Oct. 4, 2022 BO 3.3 $159.65 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 30, 2022 BO 3.7 $155.74 @$155.00
April 5, 2022 BO 3.6 $185.07 @$185.00
Jan. 7, 2022 BO 3.7 $210.69 @$210.00
Oct. 6, 2021 BO 3.5 $176.33 @$175.00
July 1, 2021 BO 3.9 $187.03 @$185.00
March 31, 2021 BO 3.6 $145.61 @$145.00
Jan. 7, 2021 BO 3.7 $128.30 @$130.00

 
 
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