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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Integral Ad Science Holding Corp. (IAS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 1, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 7.6
Avg Daily Volume: 2,226,560    Market Cap: 1.64B
Sector: None    Short Interest: 6.06
Live Interactive Chart
Days to Next Earnings: 75 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
May 9, 2024 AC 7.6 $8.38 @$7.50 $1.80
($8.38)
24.0% 21.59% I 13.72% I $9.53 $1.90
( $9.53 )
5.56%
Feb. 27, 2024 AC 6.1 $17.10 @$17.50 $2.83
($17.10)
16.17% -44.79% O -41.46% O $10.01 $8.55
( $10.01 )
202.12%
Nov. 2, 2023 AC 5.8 $11.86 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 5.5 $18.83 @$20.00
May 4, 2023 AC 6.1 $15.91 @$15.00
March 2, 2023 AC 5.4 $10.70 @$10.00
Nov. 10, 2022 AC 0.5 $7.65 @$7.50
Aug. 4, 2022 AC 0.0 $9.85 @$10.00

 
 
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