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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ESSA Bancorp (ESSA) - NASDAQ Next Earnings Date: OS Estimate: Sept. 10, 2025 AC
OS Projected Window: Sept. 8, 2025 to Sept. 13, 2025
EVR: 10.0
Avg Daily Volume: 30,087,440    Market Cap: 204.8M
Sector: Financial    Short Interest: 0.43
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
April 23, 2025 AC 1.2 $18.31 @$17.50 $1.23
($18.31)
7.03% 1.47% I 1.47% I $18.58 $2.45
( $18.58 )
99.19%
Jan. 29, 2025 AC 1.3 $21.30 @$22.50 $2.45
($21.30)
10.89% -2.06% I -1.78% I $20.92 $1.05
( $20.92 )
-57.14%
April 24, 2024 AC 1.1 $16.85 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 1.1 $19.87 @$20.00
Oct. 25, 2023 AC 0.8 $14.56 @$15.00
July 26, 2023 AC 0.8 $16.59 @$17.50
April 26, 2023 AC 0.7 $15.47 @$15.00
Jan. 25, 2023 AC 0.7 $20.72 @$20.00
July 27, 2022 AC 0.7 $17.60 @$17.50
April 27, 2022 AC 0.7 $17.31 @$17.50

 
 
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