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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Editas Medicine (EDIT) - NASDAQ Next Earnings Date: Estimated on May 10, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 5.5
Avg Daily Volume: 1,891,463    Market Cap: 859.21M
Sector: None    Short Interest: 21.67
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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. 28, 2024 BO 4.7 $8.86 @$9.00 $2.27
($8.86)
25.22% 30.69% O 24.94% I $11.07 $1.92
( $11.07 )
-15.42%
Nov. 3, 2023 BO 4.2 $7.03 @$7.00 $0.80
($7.03)
11.43% 24.46% O 18.2% O $8.31 $1.23
( $8.31 )
53.75%
Aug. 2, 2023 BO 4.2 $8.65 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 BO 3.7 $8.72 @$9.00
Feb. 22, 2023 BO 3.8 $9.18 @$9.00
Nov. 2, 2022 BO 3.7 $12.75 @$12.50
Aug. 3, 2022 BO 3.2 $16.48 @$16.50
May 4, 2022 BO 3.1 $14.18 @$14.00
Feb. 24, 2022 BO 3.1 $14.41 @$14.50
Nov. 8, 2021 BO 2.9 $37.50 @$37.50

 
 
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