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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CoStar Group (CSGP) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2024 AC
OS Projected Window: March 4, 2024 to March 9, 2024
EVR: 3.5
Avg Daily Volume: 1,920,000    Market Cap: 34.83B
Sector: Financial    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Oct. 24, 2023 AC 3.5 $74.17 @$75.00 $6.40
($74.17)
8.53% -9.19% O -4.39% I $70.91 $5.12
( $70.91 )
-20.0%
July 25, 2023 AC 3.8 $91.80 @$90.00 $7.18
($91.80)
7.98% -11.02% O -8.08% O $84.38 $6.10
( $84.38 )
-15.04%
April 25, 2023 AC 4.1 $68.50 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2023 AC 4.2 $76.02 @$75.00
Oct. 25, 2022 AC 4.4 $74.50 @$75.00
July 26, 2022 AC 4.1 $60.70 @$60.00
April 26, 2022 AC 4.1 $59.99 @$60.00
Feb. 22, 2022 AC 3.5 $62.94 @$65.00
Oct. 26, 2021 AC 3.6 $99.74 @$100.00
July 27, 2021 AC 3.6 $89.02 @$89.00

 
 
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