Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Model N (MODN) - NYSE Next Earnings Date: Estimated on May 7, 2024
EVR: 5.5
Avg Daily Volume: 1,046,709    Market Cap: 1.17B
Sector: Technology    Short Interest: 9.36
Live Interactive Chart
Days to Next Earnings: 13 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
Nov. 9, 2023 AC 5.2 $25.36 @$25.00 $2.72
($25.36)
10.88% -17.58% O -15.49% O $21.43 $3.22
( $21.43 )
18.38%
May 9, 2023 AC 5.5 $30.01 @$30.00 $3.08
($30.01)
10.27% -8.19% I 0.33% I $30.11 $1.45
( $30.11 )
-52.92%
Feb. 7, 2023 AC 5.3 $40.81 @$41.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2022 AC 5.4 $36.17 @$36.00
Aug. 9, 2022 AC 4.7 $26.19 @$26.00
May 10, 2022 AC 4.9 $22.47 @$22.00
Feb. 8, 2022 AC 5.1 $25.97 @$26.00
Nov. 9, 2021 AC 5.0 $36.90 @$37.00
Aug. 9, 2021 AC 4.6 $32.59 @$33.00
May 10, 2021 AC 4.5 $36.10 @$36.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US