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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Five Below (FIVE) - NASDAQ Next Earnings Date: Estimated on June 6, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.0
Avg Daily Volume: 1,253,713    Market Cap: 8.99B
Sector: Services    Short Interest: 8.76
Live Interactive Chart
Days to Next Earnings: 42 Days

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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 20, 2024 AC 2.8 $208.97 @$210.00 $19.40
($208.97)
9.24% -16.09% O -15.39% O $176.79 $33.32
( $176.79 )
71.75%
Nov. 29, 2023 AC 3.0 $188.06 @$187.50 $14.65
($188.06)
7.81% 3.57% I 0.21% I $188.46 $8.55
( $188.46 )
-41.64%
Aug. 30, 2023 AC 3.1 $182.95 @$182.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 3.1 $169.35 @$170.00
March 15, 2023 AC 3.3 $198.17 @$200.00
Nov. 30, 2022 AC 3.1 $160.86 @$160.00
Aug. 31, 2022 AC 3.2 $127.88 @$128.00
June 8, 2022 AC 3.2 $135.37 @$135.00
March 30, 2022 BO 3.2 $171.39 @$172.50
Dec. 1, 2021 AC 3.3 $189.19 @$190.00

 
 
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