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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ESSA Bancorp (ESSA) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.4
Avg Daily Volume: 11,024    Market Cap: 184.70M
Sector: Financial    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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 24, 2024 AC 1.1 $16.85 @$17.50 $2.15
($16.85)
12.29% -9.25% I -3.44% I $16.27 $1.57
( $16.27 )
-26.98%
Jan. 24, 2024 AC 1.1 $19.87 @$20.00 $1.75
($19.87)
8.75% 2.76% I 2.01% I $20.27 $2.03
( $20.27 )
16.0%
Oct. 25, 2023 AC 0.8 $14.56 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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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