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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cano Health (CANO) - NYSE Next Earnings Date: OS Estimate: May 7, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 8.0
Avg Daily Volume: 26,200    Market Cap: 693.02k
Sector: None    Short Interest: 22.9
Live Interactive Chart
Days to Next Earnings: 6 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
Nov. 9, 2023 AC 7.5 $8.22 @$2.00 $1.90
($8.22)
95.0% -34.67% I -27.25% I $5.98 $1.90
( $5.98 )
0.0%
Aug. 10, 2023 AC None $1.52 @$1.50 $0.41
($1.52)
27.33% -75.0% O -73.02% O $0.41 $1.12
( $0.41 )
173.17%
May 9, 2023 AC 7.5 $1.05 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 1, 2023 AC 6.7 $1.57 @$1.50
Nov. 9, 2022 AC 5.2 $3.34 @$3.50
Aug. 9, 2022 AC 5.0 $5.46 @$5.00
May 9, 2022 BO 5.2 $4.81 @$5.00
March 14, 2022 AC 4.9 $5.31 @$5.00
Nov. 9, 2021 BO 0.5 $11.14 @$10.00
Aug. 12, 2021 BO 0.0 $10.66 @$10.00

 
 
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