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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ESSA Bancorp (ESSA) - NASDAQ Next Earnings Date: OS Estimate: June 25, 2025 AC
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 1.2
Avg Daily Volume: 14,474    Market Cap: 174.9M
Sector: Financial    Short Interest: 0.39
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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 None $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%
Jan. 27, 2025 AC 1.4 $21.15 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2025 AC 1.3 $20.85 @$20.00
Jan. 22, 2025 AC 1.4 $20.49 @$20.00
April 24, 2024 AC 1.1 $16.85 @$17.50
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

 
 
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