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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Root (ROOT) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 6.7
Avg Daily Volume: 590,055    Market Cap: 784.90M
Sector: None    Short Interest: 13.3
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
April 30, 2024 AC None $69.65 @$70.00 $20.95
($69.65)
29.93% 24.29% I 0.37% I $69.91 $15.30
( $69.91 )
-26.97%
Feb. 21, 2024 AC None $8.67 @$7.50 $2.29
($8.67)
30.53% 61.47% O 53.28% O $13.29 $6.07
( $13.29 )
165.07%
Nov. 1, 2023 AC None $8.85 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC None $10.33 @$10.00
May 3, 2023 AC 6.9 $4.15 @$5.00
Feb. 22, 2023 AC 7.4 $5.86 @$5.00
Aug. 8, 2022 AC 7.0 $1.37 @$1.50
April 27, 2022 AC 7.3 $1.73 @$1.50
Feb. 23, 2022 AC 7.6 $1.45 @$1.50
Nov. 10, 2021 AC 6.2 $4.67 @$5.00

 
 
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