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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
EVR: 4.2
Avg Daily Volume: 609,619    Market Cap: 227.66M
Sector: Technology    Short Interest: 4.56
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 22.32%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 None $0.00 @$7.50 $1.60
($7.17)
22.32% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 13, 2023 BO None $0.00 @$7.50 $0.93
($6.71)
12.4% -None% I -None% I $0.00 $1.25
( $6.28 )
34.41%
Aug. 11, 2023 BO None $0.00 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 4.5 $7.19 @$7.50
Nov. 14, 2022 BO 3.7 $5.51 @$5.00
Aug. 15, 2022 AC 3.7 $6.04 @$5.00
May 12, 2022 AC 3.2 $4.44 @$5.00
March 3, 2022 AC 3.7 $5.36 @$5.00
Aug. 16, 2021 AC 3.9 $7.24 @$7.50
May 6, 2021 AC 4.2 $8.25 @$7.50

 
 
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