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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Modine Manufacturing Company (MOD) - NYSE Next Earnings Date: OS Estimate: May 22, 2024 AC
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 5.4
Avg Daily Volume: 991,129    Market Cap: 4.82B
Sector: Consumer Goods    Short Interest: 5.09
Live Interactive Chart
Days to Next Earnings: 26 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
Jan. 30, 2024 AC 6.0 $66.78 @$65.00 $9.25
($66.78)
14.23% -10.15% I 3.45% I $69.09 $6.05
( $69.09 )
-34.59%
Nov. 1, 2023 AC 6.6 $41.14 @$40.00 $6.35
($41.14)
15.88% 10.93% I -1.89% I $40.36 $3.27
( $40.36 )
-48.5%
Aug. 2, 2023 AC 6.7 $38.18 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 25, 2023 AC 7.0 $24.42 @$25.00
Aug. 3, 2022 AC 7.2 $13.43 @$12.50
May 25, 2022 AC 6.7 $8.70 @$7.50
Feb. 2, 2022 AC 6.9 $9.24 @$10.00
Nov. 2, 2021 AC 7.3 $11.10 @$10.00
Aug. 4, 2021 AC 7.6 $16.38 @$17.50
May 26, 2021 AC 7.9 $16.68 @$17.50

 
 
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