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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CrowdStrike Holdings (CRWD) - NASDAQ Next Earnings Date: Estimated on June 3, 2025
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 4.0
Avg Daily Volume: 4,055,237    Market Cap: 79.7B
Sector: Technology    Short Interest: 3.62
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
March 4, 2025 AC 4.2 $390.16 @$390.00 $44.95
($390.16)
11.53% -12.08% O -6.33% I $365.44 $35.90
( $365.44 )
-20.13%
Nov. 26, 2024 AC 4.2 $364.30 @$365.00 $40.33
($364.30)
11.05% -6.52% I -4.58% I $347.59 $29.33
( $347.59 )
-27.27%
Aug. 28, 2024 AC 4.2 $264.20 @$265.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 4, 2024 AC 4.1 $305.58 @$305.00
March 5, 2024 AC 3.6 $297.56 @$297.50
Nov. 28, 2023 AC 3.6 $212.35 @$212.50
Aug. 30, 2023 AC 3.5 $149.18 @$149.00
May 31, 2023 AC 3.6 $160.13 @$160.00
March 7, 2023 AC 3.9 $124.93 @$125.00
Nov. 29, 2022 AC 3.3 $138.00 @$138.00

 
 
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