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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Insteel Industries (IIIN) - NYSE Next Earnings Date: OS Estimate: July 18, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 3.4
Avg Daily Volume: 90,190    Market Cap: 693.53M
Sector: Basic Materials    Short Interest: 3.82
Live Interactive Chart
Implied Move Monthly: 11.14%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
April 25, 2024 BO None $34.12 @$35.00 $3.90
($34.12)
11.14% -8.38% I -7.0% I $31.73 $4.58
( $31.73 )
17.44%
July 21, 2022 BO 3.2 $40.81 @$40.00 $5.55
($40.81)
13.88% -17.88% O -15.55% O $34.46 $7.30
( $34.46 )
31.53%
April 21, 2022 BO 3.3 $40.09 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 20, 2022 BO 3.6 $39.09 @$40.00
Oct. 21, 2021 BO 4.0 $38.17 @$40.00
July 22, 2021 BO 4.7 $33.53 @$35.00
April 22, 2021 BO 4.8 $31.93 @$30.00
Jan. 21, 2021 BO 5.1 $26.14 @$25.00
Oct. 22, 2020 BO 5.3 $20.99 @$20.00
July 16, 2020 BO 5.8 $19.84 @$20.00

 
 
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