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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MEI Pharma (MEIP) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.1
Avg Daily Volume: 23,423    Market Cap: 28.72M
Sector: Healthcare    Short Interest: 5.97
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 9, 2023 AC 2.8 $0.32 @$1.00 $0.68
($0.32)
68.0% -18.75% I -9.37% I $0.29 $0.70
( $0.29 )
2.94%
Nov. 14, 2022 AC 2.6 $0.33 @$1.00 $0.45
($0.33)
45.0% 9.09% I 3.03% I $0.34 $0.48
( $0.34 )
6.67%
May 23, 2022 AC 2.7 $0.45 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 7, 2021 BO 2.7 $2.89 @$2.50
May 6, 2021 AC 2.8 $3.32 @$2.50
Feb. 4, 2021 AC 2.1 $3.39 @$2.50
Nov. 9, 2020 AC 2.3 $2.70 @$2.50
Sept. 9, 2020 AC 1.9 $2.68 @$2.50
May 7, 2020 AC 1.9 $2.61 @$2.50
Feb. 6, 2020 AC 1.8 $2.54 @$2.50

 
 
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