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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OneSpan Inc. (OSPN) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 5.4
Avg Daily Volume: 578,379    Market Cap: 424.76M
Sector: Technology    Short Interest: 4.35
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Monthly: 17.04%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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 2, 2024 AC None $0.00 @$10.00 $1.68
($9.86)
17.04% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 6, 2024 AC 5.3 $9.58 @$10.00 $1.75
($9.58)
17.5% 29.43% O 23.06% O $11.79 $2.00
( $11.79 )
14.29%
Nov. 8, 2023 AC 4.7 $8.46 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 AC None $0.00 @$12.50
May 4, 2023 AC None $0.00 @$12.50
Aug. 2, 2022 AC 5.2 $11.20 @$10.00
Feb. 22, 2022 AC 5.6 $15.73 @$15.00
Nov. 2, 2021 AC 6.1 $20.42 @$20.00
Aug. 4, 2021 AC 5.6 $24.92 @$25.00
May 4, 2021 AC 6.6 $25.14 @$25.00

 
 
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