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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Charles River Laboratories International (CRL) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.0
Avg Daily Volume: 468,414    Market Cap: 12.43B
Sector: Healthcare    Short Interest: 3.99
Live Interactive Chart
Days to Next Earnings: 16 Days
Implied Move Monthly: 9.09%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 9, 2024 BO None $0.00 @$230.00 $21.15
($232.56)
9.09% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 BO 3.0 $220.24 @$220.00 $21.50
($220.24)
9.77% 11.42% O 11.29% O $245.12 $29.07
( $245.12 )
35.21%
Nov. 8, 2023 BO 3.0 $182.81 @$185.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 3.0 $206.24 @$210.00
May 11, 2023 BO 3.1 $186.30 @$185.00
Feb. 22, 2023 BO 2.9 $243.60 @$240.00
Nov. 2, 2022 BO 2.5 $207.29 @$210.00
Aug. 3, 2022 BO 2.3 $243.66 @$240.00
May 4, 2022 BO 2.4 $251.19 @$250.00
Feb. 16, 2022 BO 2.3 $312.63 @$310.00

 
 
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