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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denny's Corporation (DENN) - NASDAQ Next Earnings Date: OS Estimate: April 30, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.8
Avg Daily Volume: 441,307    Market Cap: 451.47M
Sector: Consumer Services    Short Interest: 5.39
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 16.52%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
April 30, 2024 AC None $0.00 @$7.50 $1.35
($8.17)
16.52% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2024 AC 2.9 $9.91 @$10.00 $1.15
($9.91)
11.5% -10.49% I -6.15% I $9.30 $0.87
( $9.30 )
-24.35%
Oct. 30, 2023 AC 3.0 $8.65 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 AC 3.1 $11.21 @$10.00
Feb. 13, 2023 AC 3.2 $12.14 @$12.50
Nov. 1, 2022 AC 3.2 $11.22 @$10.00
Aug. 2, 2022 AC 3.2 $9.47 @$10.00
May 3, 2022 AC 2.8 $13.12 @$12.50
Feb. 15, 2022 AC 2.9 $16.68 @$17.50
Nov. 2, 2021 AC 3.1 $14.68 @$15.00

 
 
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