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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OmniAb (OABI) - NASDAQ Next Earnings Date: OS Estimate: Aug. 8, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 2.7
Avg Daily Volume: 552,031    Market Cap: 633.84M
Sector: None    Short Interest: 4.74
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 AC 2.9 $4.57 @$5.00 $0.38
($4.57)
7.6% -6.78% I 2.4% I $4.68 $0.25
( $4.68 )
-34.21%
March 20, 2024 AC 3.1 $5.42 @$5.00 $1.07
($5.42)
21.4% -7.01% I -5.16% I $5.14 $1.03
( $5.14 )
-3.74%
Nov. 9, 2023 BO 3.4 $4.55 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 AC 4.0 $5.78 @$5.00
May 11, 2023 BO 0.7 $3.30 @$2.50
March 30, 2023 AC 0.0 $3.51 @$2.50

 
 
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