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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Luna Innovations Incorporated (LUNA) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 5.3
Avg Daily Volume: 481,789    Market Cap: 96.11M
Sector: Technology    Short Interest: 6.84
Live Interactive Chart
Days to Next Earnings: 4 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
March 14, 2024 BO 5.7 $4.02 @$5.00 $1.68
($4.02)
33.6% -6.96% I 3.73% I $4.17 $1.48
( $4.17 )
-11.9%
Nov. 14, 2023 BO 5.7 $5.39 @$5.00 $1.15
($5.39)
23.0% 6.67% I -4.45% I $5.15 $0.53
( $5.15 )
-53.91%
March 14, 2023 AC 5.2 $9.57 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2022 BO 5.1 $6.67 @$7.50
May 16, 2022 BO 5.1 $5.38 @$5.00
March 14, 2022 BO 4.8 $6.67 @$7.50
Nov. 15, 2021 AC 4.5 $9.28 @$10.00
Aug. 9, 2021 AC 4.5 $12.79 @$12.50
May 17, 2021 AC 4.2 $11.77 @$12.50

 
 
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