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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Beacon Roofing Supply (BECN) - NASDAQ Next Earnings Date: OS Estimate: May 21, 2025 BO
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 2.2
Avg Daily Volume: 2,166,594    Market Cap: 7.7B
Sector: Industrial Goods    Short Interest: 2.78
Live Interactive Chart
Days to Next Earnings: 2 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
Feb. 27, 2025 BO 2.4 $116.00 @$115.00 $8.27
($116.00)
7.19% 1.93% I -0.58% I $115.32 $5.70
( $115.32 )
-31.08%
Oct. 30, 2024 AC 2.4 $95.47 @$95.00 $9.40
($95.47)
9.89% 4.5% I -3.56% I $92.07 $7.58
( $92.07 )
-19.36%
Aug. 1, 2024 AC 2.0 $98.27 @$97.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2024 AC 2.1 $97.52 @$100.00
Feb. 27, 2024 AC 2.0 $89.49 @$90.00
Nov. 2, 2023 AC 2.1 $73.47 @$75.00
Aug. 3, 2023 AC 2.3 $84.90 @$85.00
May 4, 2023 AC 2.4 $59.87 @$60.00
Feb. 23, 2023 AC 2.2 $59.70 @$60.00
Nov. 3, 2022 AC 2.5 $54.77 @$55.00

 
 
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