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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cross Country Healthcare (CCRN) - NASDAQ Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 5.8
Avg Daily Volume: 348,800    Market Cap: 649.37M
Sector: Services    Short Interest: 19.78
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 21, 2024 AC 6.3 $17.02 @$17.50 $2.48
($17.02)
14.17% -7.1% I -0.17% I $16.99 $1.67
( $16.99 )
-32.66%
Nov. 1, 2023 AC 5.9 $23.09 @$22.50 $3.25
($23.09)
14.44% -32.22% O -13.77% I $19.91 $3.98
( $19.91 )
22.46%
Aug. 2, 2023 AC 5.8 $26.50 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 5.6 $21.44 @$22.50
Feb. 22, 2023 AC 6.1 $26.51 @$25.00
Nov. 2, 2022 AC 6.3 $35.07 @$35.00
Aug. 3, 2022 AC 6.1 $27.44 @$25.00
May 4, 2022 AC 6.3 $19.36 @$20.00
Feb. 23, 2022 AC 6.4 $21.00 @$20.00
Nov. 3, 2021 AC 6.1 $22.10 @$22.50

 
 
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