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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Duckhorn Portfolio (NAPA) - NYSE Next Earnings Date: Estimated on June 6, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.4
Avg Daily Volume: 1,107,092    Market Cap: 952.13M
Sector: None    Short Interest: 8.92
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 7, 2024 AC 3.4 $9.44 @$10.00 $1.23
($9.44)
12.3% -9.85% I -8.58% I $8.63 $1.80
( $8.63 )
46.34%
Dec. 6, 2023 AC 3.3 $10.21 @$10.00 $0.98
($10.21)
9.8% -12.34% O -12.04% O $8.98 $0.95
( $8.98 )
-3.06%
Sept. 27, 2023 AC 3.4 $11.73 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 8, 2023 AC 3.6 $13.83 @$15.00
March 8, 2023 AC 3.5 $14.99 @$15.00
Dec. 7, 2022 AC 3.5 $15.80 @$15.00
Sept. 28, 2022 AC 3.3 $14.81 @$15.00
June 2, 2022 AC 3.2 $20.07 @$20.00
March 10, 2022 AC 3.7 $18.10 @$17.50
Dec. 8, 2021 AC 4.8 $20.45 @$20.00

 
 
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