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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
IDT Corporation Class B (IDT) - NYSE Next Earnings Date: OS Estimate: June 5, 2024 AC
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.9
Avg Daily Volume: 80,566    Market Cap: 959.90M
Sector: Technology    Short Interest: 2.11
Live Interactive Chart
Days to Next Earnings: 47 Days

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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
March 6, 2024 AC 5.3 $37.19 @$37.00 $3.90
($37.19)
10.54% -4.89% I -1.98% I $36.45 $2.00
( $36.45 )
-48.72%
June 2, 2022 AC 5.6 $29.74 @$30.00 $4.30
($29.74)
14.33% -7.56% I -6.05% I $27.94 $2.42
( $27.94 )
-43.72%
March 7, 2022 AC 5.6 $31.80 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 7, 2021 AC 6.8 $50.08 @$50.00
Oct. 6, 2021 AC 6.9 $44.39 @$44.00
June 3, 2021 AC 6.5 $29.27 @$29.00
March 4, 2021 AC 6.7 $15.99 @$16.00
Dec. 3, 2020 AC 6.8 $12.40 @$12.00
Oct. 1, 2020 AC 5.3 $6.88 @$7.00
June 5, 2020 BO 5.5 $6.80 @$7.00

 
 
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