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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CommScope Holding Company (COMM) - NASDAQ Next Earnings Date: OS Estimate: May 2, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 6.5
Avg Daily Volume: 3,510,814    Market Cap: 283.87M
Sector: Technology    Short Interest: 5.83
Live Interactive Chart
Days to Next Earnings: 17 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 29, 2024 BO 5.9 $1.85 @$2.00 $0.65
($1.85)
32.5% -37.29% O -36.75% O $1.17 $0.85
( $1.17 )
30.77%
Nov. 9, 2023 BO 6.0 $1.57 @$1.50 $0.38
($1.57)
25.33% 7.0% I 0.0% I $1.57 $0.28
( $1.57 )
-26.32%
Aug. 3, 2023 BO 5.5 $4.42 @$4.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 BO 5.4 $4.77 @$5.00
Feb. 23, 2023 BO 5.3 $7.36 @$7.00
Nov. 3, 2022 BO 5.1 $12.87 @$13.00
Aug. 4, 2022 BO 5.4 $9.68 @$10.00
May 5, 2022 BO 5.0 $6.54 @$7.00
Feb. 17, 2022 BO 5.2 $9.46 @$9.00
Nov. 4, 2021 BO 5.2 $11.55 @$12.00

 
 
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