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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Residential Mortgage REIT (EARN) - NYSE Next Earnings Date: Estimated on May 14, 2024
EVR: 1.1
Avg Daily Volume: 236,678    Market Cap: 136.95M
Sector: Financial    Short Interest: 1.22
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 17.42%       Expires on: May 17, 2024
Implied Move Monthly: 9.43%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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 14, 2024 AC None $0.00 @$7.50 $0.65
($6.89)
9.43% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 6, 2024 AC 1.0 $6.05 @$5.00 $1.00
($6.05)
20.0% 2.97% I 2.97% I $6.23 $1.23
( $6.23 )
23.0%
Nov. 13, 2023 BO 1.1 $5.61 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 AC 1.1 $7.01 @$7.50
May 11, 2023 AC 1.1 $6.94 @$7.50
March 6, 2023 AC 1.0 $7.53 @$7.50
Aug. 10, 2022 AC 1.1 $8.62 @$7.50
May 2, 2022 AC 1.1 $8.42 @$7.50
March 7, 2022 AC 1.0 $9.60 @$10.00
Nov. 2, 2021 AC 1.2 $12.24 @$12.50

 
 
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