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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
e.l.f. Beauty (ELF) - NYSE Next Earnings Date: Estimated on May 22, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 4.7
Avg Daily Volume: 1,621,097    Market Cap: 9.04B
Sector: None    Short Interest: 7.07
Live Interactive Chart
Days to Next Earnings: 27 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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. 6, 2024 AC 4.8 $173.32 @$172.50 $22.80
($173.32)
13.22% -7.37% I -4.9% I $164.82 $12.28
( $164.82 )
-46.14%
Nov. 1, 2023 AC 4.7 $94.54 @$95.00 $15.15
($94.54)
15.95% 15.29% I 3.67% I $98.01 $8.55
( $98.01 )
-43.56%
Aug. 1, 2023 AC 4.4 $116.50 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 24, 2023 AC 4.0 $86.45 @$85.00
Feb. 1, 2023 AC 3.7 $58.51 @$60.00
Nov. 2, 2022 AC 3.5 $41.66 @$40.00
Aug. 3, 2022 AC 3.6 $33.87 @$35.00
May 25, 2022 AC 3.6 $22.15 @$22.50
Feb. 2, 2022 AC 4.2 $29.57 @$30.00
Nov. 3, 2021 AC 4.3 $33.18 @$35.00

 
 
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