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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baytex Energy Corp (BTE) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.2
Avg Daily Volume: 10,247,779    Market Cap: 2.98B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 6 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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. 28, 2024 AC 2.2 $3.45 @$2.50 $0.97
($3.45)
38.8% -8.4% I -7.53% I $3.19 $0.72
( $3.19 )
-25.77%
Nov. 2, 2023 AC 2.3 $4.53 @$5.00 $0.45
($4.53)
9.0% -4.41% I -2.2% I $4.43 $0.62
( $4.43 )
37.78%
July 28, 2023 AC 2.2 $4.01 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 2.4 $3.44 @$2.50
Nov. 2, 2020 AC 2.3 $0.33 @$2.50
July 29, 2020 AC 2.0 $0.50 @$2.50
May 7, 2020 AC 2.0 $0.30 @$2.50
March 4, 2020 BO 2.2 $0.91 @$2.50
Nov. 1, 2019 BO 2.1 $1.12 @$2.50
Aug. 1, 2019 BO 2.0 $1.52 @$2.50

 
 
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