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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
comScore (SCOR) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 3.7
Avg Daily Volume: 15,864    Market Cap: 75.32M
Sector: Services    Short Interest: 3.11
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Nov. 6, 2023 AC 3.7 $0.62 @$2.50 $1.90
($0.62)
76.0% -9.67% I -1.61% I $0.61 $2.12
( $0.61 )
11.58%
Aug. 8, 2023 AC 3.6 $0.72 @$2.50 $1.62
($0.72)
64.8% 12.5% I 9.72% I $0.79 $1.55
( $0.79 )
-4.32%
May 9, 2023 AC 3.6 $0.94 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2023 AC 3.9 $1.16 @$2.50
Nov. 8, 2022 AC 4.7 $1.28 @$2.50
Aug. 9, 2022 AC 5.2 $2.02 @$2.50
May 10, 2022 AC 5.6 $1.76 @$2.50
Feb. 28, 2022 AC 5.9 $2.62 @$2.50
Nov. 8, 2021 AC 6.4 $3.64 @$2.50
Aug. 9, 2021 AC 5.8 $4.03 @$5.00

 
 
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