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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intra (ITCI) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.0
Avg Daily Volume: 752,107    Market Cap: 6.68B
Sector: Healthcare    Short Interest: 4.43
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Feb. 22, 2024 BO 2.9 $73.28 @$75.00 $12.85
($73.28)
17.13% -14.32% I -1.84% I $71.93 $7.97
( $71.93 )
-37.98%
Nov. 2, 2023 BO 3.0 $50.87 @$50.00 $5.60
($50.87)
11.2% 6.68% I 2.96% I $52.38 $4.83
( $52.38 )
-13.75%
Aug. 3, 2023 BO 3.4 $60.87 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 BO 3.5 $63.25 @$65.00
March 1, 2023 BO 3.6 $49.03 @$50.00
Nov. 3, 2022 BO 3.3 $45.83 @$45.00
Aug. 9, 2022 BO 3.3 $58.85 @$60.00
May 10, 2022 BO 2.7 $43.00 @$43.00
March 1, 2022 BO 3.0 $55.48 @$55.00
Nov. 9, 2021 BO 3.3 $44.22 @$44.00

 
 
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