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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
EPAM Systems (EPAM) - NYSE Next Earnings Date: OS Estimate: May 9, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.2
Avg Daily Volume: 429,018    Market Cap: 15.97B
Sector: Technology    Short Interest: 1.81
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 10.28%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 9, 2024 BO None $0.00 @$250.00 $25.60
($249.00)
10.28% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 15, 2024 BO 3.1 $278.14 @$280.00 $25.65
($278.14)
9.16% 10.76% O 8.29% I $301.20 $29.23
( $301.20 )
13.96%
Aug. 3, 2023 BO 3.0 $236.90 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 BO 2.8 $270.41 @$270.00
Feb. 16, 2023 BO 2.7 $366.53 @$370.00
Aug. 4, 2022 BO 2.4 $370.03 @$370.00
May 5, 2022 BO 2.0 $312.60 @$310.00
Feb. 17, 2022 BO 2.1 $450.39 @$450.00
Nov. 4, 2021 BO 2.1 $679.95 @$680.00
Aug. 5, 2021 BO 2.2 $569.08 @$570.00

 
 
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