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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FiscalNote Holdings (NOTE) - NYSE Next Earnings Date: OS Estimate: Aug. 7, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 10.0
Avg Daily Volume: 585,645    Market Cap: 174.24M
Sector: None    Short Interest: 37.11
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 4
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 9, 2024 BO 10.0 $1.22 @$2.50 $1.27
($1.22)
50.8% 13.11% I 5.73% I $1.29 $2.83
( $1.29 )
122.83%
March 12, 2024 BO 10.0 $2.03 @$2.50 $0.75
($2.03)
30.0% -23.64% I -20.68% I $1.61 $2.20
( $1.61 )
193.33%
Nov. 14, 2023 BO 1.2 $1.32 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 0.0 $3.45 @$2.50

 
 
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