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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CTS Corporation (CTS) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.5
Avg Daily Volume: 125,508    Market Cap: 1.41B
Sector: Technology    Short Interest: 4.79
Live Interactive Chart
Days to Next Earnings: 12 Days

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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
Feb. 7, 2023 BO 2.3 $46.66 @$45.00 $4.80
($46.66)
10.67% -13.15% O -8.29% I $42.79 $2.97
( $42.79 )
-38.12%
July 26, 2022 BO 2.0 $37.85 @$40.00 $2.97
($37.85)
7.42% -1.92% I 0.0% I $37.85 $3.20
( $37.85 )
7.74%
April 28, 2022 BO 2.0 $32.61 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2022 BO 2.3 $32.11 @$30.00
Oct. 27, 2021 BO 2.1 $31.72 @$30.00
July 27, 2021 BO 2.3 $33.96 @$35.00
April 29, 2021 BO 2.3 $31.76 @$30.00
Feb. 9, 2021 BO 2.6 $33.39 @$35.00
Oct. 29, 2020 BO 2.4 $25.53 @$25.00
July 31, 2020 BO 2.4 $20.67 @$20.00

 
 
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