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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Corgi INTC 2x Daily ETF (INT) - BAT Next Earnings Date: OS Estimate: Oct. 29, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 3.4
Avg Daily Volume: 173,532    Market Cap: 1.46B
Sector: Basic Materials    Short Interest: 3.07
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
July 28, 2022 AC 3.0 $23.27 @$22.50 $2.98
($23.27)
13.24% 20.24% O 19.12% O $27.72 $6.23
( $27.72 )
109.06%
April 28, 2022 AC 3.2 $26.66 @$25.00 $3.42
($26.66)
13.68% -9.9% I -9.15% I $24.22 $3.15
( $24.22 )
-7.89%
Feb. 24, 2022 AC 3.4 $27.64 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2021 AC 3.9 $30.93 @$30.00
July 29, 2021 AC 4.2 $32.64 @$35.00
April 29, 2021 AC 4.3 $34.26 @$35.00
Feb. 25, 2021 AC 4.2 $35.02 @$35.00
Oct. 29, 2020 AC 4.3 $19.42 @$20.00
July 30, 2020 AC 4.2 $22.88 @$22.50
April 30, 2020 AC 4.4 $25.00 @$25.00

 
 
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