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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sunrun Inc. (RUN) - NASDAQ Next Earnings Date: May 8, 2024 AC
EVR: 4.9
Avg Daily Volume: 14,056,968    Market Cap: 2.80B
Sector: None    Short Interest: 23.83
Live Interactive Chart
Days to Next Earnings: 18 Days
Implied Move Weekly: 24.34%       Expires on: May 10, 2024
Implied Move Monthly: 25.73%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 8, 2024 AC None $0.00 @$11.00 $2.79
($10.85)
25.73% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 21, 2024 AC 4.8 $15.58 @$15.50 $3.45
($15.58)
22.26% -19.19% I -17.97% I $12.78 $3.07
( $12.78 )
-11.01%
Nov. 1, 2023 AC 4.6 $9.49 @$9.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 4.1 $17.84 @$18.00
May 3, 2023 AC 3.7 $20.05 @$20.00
Feb. 22, 2023 AC 3.8 $24.08 @$24.00
Nov. 2, 2022 AC 3.4 $21.66 @$22.50
Aug. 3, 2022 AC 3.4 $30.74 @$30.00
May 4, 2022 AC 3.8 $24.34 @$25.00
Feb. 17, 2022 AC 3.6 $23.13 @$22.50

 
 
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