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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Byline Bancorp (BY) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.7
Avg Daily Volume: 100,215    Market Cap: 1.03B
Sector: None    Short Interest: 1.38
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
April 25, 2024 AC 1.7 $21.08 @$20.00 $2.30
($21.08)
11.5% 4.26% I 3.32% I $21.78 $2.05
( $21.78 )
-10.87%
Jan. 25, 2024 AC 1.6 $23.31 @$22.50 $1.45
($23.31)
6.44% -4.46% I -3.51% I $22.49 $1.18
( $22.49 )
-18.62%
Oct. 26, 2023 AC 1.6 $19.05 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 1.2 $20.29 @$20.00
April 27, 2023 AC 1.3 $19.21 @$20.00
Jan. 26, 2023 AC 1.0 $22.80 @$22.50
Oct. 28, 2022 AC 1.0 $23.42 @$22.50
July 28, 2022 AC 1.0 $25.19 @$25.00
April 28, 2022 AC 1.0 $23.74 @$22.50
Jan. 27, 2022 AC 0.9 $26.68 @$25.00

 
 
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