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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Express (EXPR) - NYSE Next Earnings Date: OS Estimate: June 12, 2024 BO
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 9.6
Avg Daily Volume: 228,266    Market Cap: 5.99M
Sector: Services    Short Interest: 17.91
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
March 24, 2023 BO 9.4 $0.85 @$1.00 $0.37
($0.85)
37.0% -17.64% I -11.76% I $0.75 $0.35
( $0.75 )
-5.41%
Dec. 8, 2022 BO 7.5 $1.28 @$1.50 $0.37
($1.28)
24.67% 67.18% O 38.28% O $1.77 $0.42
( $1.77 )
13.51%
Aug. 31, 2022 BO 7.3 $1.92 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 25, 2022 BO 7.9 $2.38 @$2.50
March 9, 2022 BO 8.7 $4.11 @$4.00
Dec. 2, 2021 BO 8.2 $3.38 @$3.50
Aug. 25, 2021 BO 8.1 $7.26 @$7.50
June 3, 2021 BO 7.6 $6.51 @$6.50
March 10, 2021 BO 5.9 $3.38 @$3.50
Dec. 3, 2020 BO 5.2 $1.58 @$2.00

 
 
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