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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Masimo Corporation (MASI) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.0
Avg Daily Volume: 472,392    Market Cap: 7.77B
Sector: Healthcare    Short Interest: 12.26
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 10.74%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 7, 2024 AC None $0.00 @$135.00 $14.60
($135.92)
10.74% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 AC 3.8 $130.10 @$130.00 $13.40
($130.10)
10.31% -7.1% I -1.07% I $128.70 $8.25
( $128.70 )
-38.43%
Nov. 7, 2023 AC None $0.00 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 AC None $0.00 @$120.00
May 9, 2023 AC None $0.00 @$185.00
Nov. 8, 2022 AC 3.6 $123.07 @$125.00
Aug. 9, 2022 AC 3.5 $148.17 @$150.00
May 3, 2022 AC 3.2 $117.97 @$120.00
Feb. 15, 2022 AC 1.8 $228.84 @$230.00
Oct. 26, 2021 AC 2.0 $289.01 @$290.00

 
 
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