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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ScanSource (SCSC) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
EVR: 4.4
Avg Daily Volume: 231,352    Market Cap: 1.04B
Sector: Technology    Short Interest: 3.33
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 9, 2023 BO 4.5 $31.01 @$30.00 $3.75
($31.01)
12.5% -10.15% I -7.67% I $28.63 $2.80
( $28.63 )
-25.33%
Nov. 8, 2022 BO 4.9 $31.68 @$30.00 $3.80
($31.68)
12.67% -5.55% I -3.15% I $30.68 $2.60
( $30.68 )
-31.58%
Aug. 23, 2022 AC 4.4 $34.15 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2022 AC 4.3 $32.75 @$35.00
Feb. 8, 2022 AC 4.3 $32.81 @$35.00
Nov. 9, 2021 AC 4.2 $39.50 @$40.00
Aug. 24, 2021 AC 3.8 $30.71 @$30.00
May 10, 2021 AC 3.8 $31.29 @$30.00
Feb. 2, 2021 AC 3.7 $26.56 @$25.00
Nov. 9, 2020 AC 3.6 $24.44 @$25.00

 
 
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