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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CRA International (CRAI) - NASDAQ Next Earnings Date: OS Estimate: May 2, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.1
Avg Daily Volume: 28,404    Market Cap: 988.83M
Sector: Services    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 8.16%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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 2, 2024 BO None $0.00 @$145.00 $12.00
($147.02)
8.16% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 29, 2024 BO 3.0 $118.01 @$120.00 $8.05
($118.01)
6.71% 13.58% O 12.31% O $132.54 $15.50
( $132.54 )
92.55%
Aug. 4, 2022 BO 3.1 $101.14 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2022 BO 3.6 $83.84 @$85.00
March 3, 2022 BO 4.0 $90.68 @$90.00
Nov. 4, 2021 BO 3.6 $115.95 @$115.00
Aug. 5, 2021 BO 3.8 $84.55 @$85.00
May 6, 2021 BO 4.2 $83.00 @$85.00
March 4, 2021 BO 4.3 $59.04 @$60.00
Oct. 29, 2020 BO 3.9 $38.41 @$40.00

 
 
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