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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Enerplus Corporation (ERF) - NYSE Next Earnings Date: OS Estimate: May 2, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.7
Avg Daily Volume: 2,467,888    Market Cap: 4.15B
Sector: Basic Materials    Short Interest: 1.42
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Monthly: 6.07%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 2, 2024 AC None $0.00 @$20.00 $1.23
($20.27)
6.07% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 AC 1.9 $17.91 @$18.00 $0.90
($17.91)
5.0% -2.9% I -1.78% I $17.59 $0.75
( $17.59 )
-16.67%
Nov. 2, 2023 AC 2.0 $17.56 @$18.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 AC 2.1 $17.11 @$17.00
May 4, 2023 AC 2.0 $13.93 @$14.00
Feb. 23, 2023 AC 2.2 $15.99 @$16.00
Nov. 3, 2022 AC 2.0 $17.25 @$17.00
Aug. 4, 2022 AC 1.9 $12.15 @$12.00
May 5, 2022 AC 2.0 $13.04 @$13.00
Feb. 24, 2022 AC 2.2 $11.94 @$12.00

 
 
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