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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simplify Tax Aware Alternatives ETF (LQ) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.6
Avg Daily Volume: 1,439    Market Cap: 2.53B
Sector: Services    Short Interest: 2.74
Live Interactive Chart
Days to Next Earnings: 141 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 8, 2018 AC 2.8 $39.24 @$20.00 $2.88
($19.62)
14.4% 5.86% I -3.21% I $20.25 $0.47
( $20.25 )
-83.68%
Feb. 28, 2018 AC 2.9 $18.88 @$20.00 $2.73
($18.87)
13.65% -5.93% I -3.07% I $18.30 $2.40
( $18.30 )
-12.09%
Nov. 1, 2017 AC 2.7 $17.73 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2017 AC 3.0 $15.30 @$15.00
May 3, 2017 AC 3.1 $14.23 @$15.00
Feb. 28, 2017 AC 2.9 $13.86 @$15.00
Aug. 2, 2016 AC 3.0 $11.74 @$12.50
April 27, 2016 AC 2.5 $11.76 @$12.50
Feb. 24, 2016 AC 2.2 $11.37 @$10.00
Oct. 28, 2015 AC 1.4 $16.50 @$17.50

 
 
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