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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ITG (ITG) - NASDAQ Next Earnings Date: Estimated on Aug. 12, 2026
EVR: 2.3
Avg Daily Volume: 583,559    Market Cap: N/A
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 2 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 27, 2019 BO 2.7 $30.25 @$30.00 $0.17
($30.25)
0.57% -0.09% I -0.06% I $30.23 $2.45
( $30.23 )
1341.18%
Nov. 7, 2018 BO 2.9 $27.75 @$30.00 $3.27
($27.75)
10.9% 8.46% I 8.28% I $30.05 $0.20
( $30.05 )
-93.88%
Aug. 8, 2018 BO 2.7 $21.76 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2018 BO 2.7 $19.96 @$20.00
Jan. 30, 2018 BO 3.1 $21.18 @$20.00
Nov. 1, 2017 BO 2.7 $23.47 @$22.50
Aug. 2, 2017 BO 2.7 $21.74 @$22.50
May 3, 2017 BO 2.8 $19.85 @$20.00
Feb. 1, 2017 BO 3.2 $20.12 @$20.00
Nov. 9, 2016 BO 2.9 $15.76 @$15.00

 
 
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