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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canaan Inc. (CAN) - NASDAQ Next Earnings Date: Estimated on May 23, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 5.2
Avg Daily Volume: 11,482,917    Market Cap: 356.18M
Sector: None    Short Interest: 9.9
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Weekly: 43.22%       Expires on: May 24, 2024
Implied Move Monthly: 53.45%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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 23, 2024 BO None $0.00 @$1.00 $0.47
($0.88)
53.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 BO 5.6 $1.97 @$2.00 $0.75
($1.97)
37.5% -12.69% I -11.16% I $1.75 $0.62
( $1.75 )
-17.33%
Nov. 28, 2023 BO 5.9 $1.69 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 29, 2023 BO 6.5 $1.99 @$2.50
May 26, 2023 BO 6.3 $2.58 @$2.50
March 7, 2023 BO 6.6 $2.51 @$2.50
Nov. 14, 2022 BO 6.6 $2.69 @$2.50
Aug. 18, 2022 BO 7.4 $3.91 @$4.00
May 19, 2022 BO 7.7 $3.14 @$3.00
March 3, 2022 BO 7.8 $5.41 @$5.00

 
 
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