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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BrightSpire Capital (BRSP) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.6
Avg Daily Volume: 758,285    Market Cap: 820.40M
Sector: None    Short Interest: 1.42
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 1, 2024 BO 1.6 $6.29 @$7.50 $1.27
($6.29)
16.93% -4.13% I -0.95% I $6.23 $1.25
( $6.23 )
-1.57%
Feb. 21, 2024 BO 1.6 $6.63 @$7.50 $1.02
($6.63)
13.6% 3.61% I 3.16% I $6.84 $0.68
( $6.84 )
-33.33%
Oct. 30, 2023 AC 1.3 $5.51 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.2 $7.14 @$7.50
May 3, 2023 BO 1.1 $5.39 @$5.00
Feb. 21, 2023 BO 1.1 $7.34 @$7.50
Nov. 2, 2022 BO 1.0 $7.74 @$7.50
Aug. 3, 2022 BO 1.1 $8.64 @$7.50
May 3, 2022 BO 1.2 $8.36 @$7.50
Feb. 22, 2022 BO 1.2 $8.99 @$10.00

 
 
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