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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Insulet Corporation (PODD) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.4
Avg Daily Volume: 742,647    Market Cap: 12.55B
Sector: Healthcare    Short Interest: 4.58
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Feb. 22, 2024 AC 3.5 $197.14 @$195.00 $26.10
($197.14)
13.38% -8.69% I -6.55% I $184.21 $27.62
( $184.21 )
5.82%
Nov. 2, 2023 AC 3.0 $140.44 @$140.00 $20.90
($140.44)
14.93% 20.33% O 15.76% O $162.58 $24.12
( $162.58 )
15.41%
Aug. 8, 2023 AC 3.2 $238.34 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 3.4 $322.23 @$320.00
Aug. 4, 2022 AC 3.7 $256.01 @$260.00
May 5, 2022 AC 3.5 $226.91 @$230.00
Feb. 23, 2022 AC 3.3 $230.82 @$230.00
Nov. 4, 2021 AC 3.5 $301.61 @$300.00
Aug. 5, 2021 AC 3.5 $280.45 @$280.00
May 6, 2021 AC 3.5 $253.16 @$250.00

 
 
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