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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haemonetics Corporation (HAE) - NYSE Next Earnings Date: Estimated on May 9, 2024
EVR: 4.3
Avg Daily Volume: 442,986    Market Cap: 4.04B
Sector: Healthcare    Short Interest: 5.52
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Monthly: 9.22%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 9, 2024 BO None $0.00 @$85.00 $7.95
($86.22)
9.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 11, 2023 BO 4.7 $83.10 @$85.00 $9.10
($83.10)
10.71% 4.64% I 3.29% I $85.84 $2.67
( $85.84 )
-70.66%
Feb. 7, 2023 BO 4.9 $87.76 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2022 BO 4.9 $67.59 @$70.00
May 10, 2022 BO 4.7 $49.27 @$50.00
Feb. 8, 2022 BO 4.4 $46.97 @$45.00
Nov. 9, 2021 BO 4.0 $71.13 @$70.00
Aug. 11, 2021 BO 3.9 $57.76 @$60.00
May 13, 2021 BO 3.6 $59.83 @$60.00
Feb. 2, 2021 BO 3.1 $115.00 @$115.00

 
 
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