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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Iteris (ITI) - NASDAQ Next Earnings Date: Estimated on June 14, 2024
EVR: 3.3
Avg Daily Volume: 121,429    Market Cap: 211.22M
Sector: Technology    Short Interest: 0.71
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
Nov. 9, 2023 AC 3.5 $4.28 @$5.00 $0.57
($4.28)
11.4% 3.03% I -0.7% I $4.25 $0.75
( $4.25 )
31.58%
Nov. 8, 2022 AC 3.4 $2.70 @$2.50 $0.40
($2.70)
16.0% 10.37% I 10.37% I $2.98 $0.33
( $2.98 )
-17.5%
Aug. 4, 2022 AC 3.5 $2.92 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2022 AC 3.5 $2.70 @$2.50
Feb. 3, 2022 AC 3.1 $3.70 @$2.50
Nov. 3, 2021 AC 3.1 $5.31 @$5.00
Aug. 5, 2021 AC 3.2 $6.05 @$5.00
June 1, 2021 AC 3.3 $7.20 @$7.50
Feb. 2, 2021 AC 2.8 $7.10 @$7.50
Nov. 4, 2020 AC 3.0 $4.05 @$5.00

 
 
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