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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SecureWorks Corp. (SCWX) - NASDAQ Next Earnings Date: OS Estimate: June 6, 2024 BO
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.8
Avg Daily Volume: 38,669    Market Cap: 573.23M
Sector: None    Short Interest: 0.74
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
March 14, 2024 BO 4.1 $6.01 @$5.00 $1.32
($6.01)
26.4% 7.32% I 5.82% I $6.36 $1.50
( $6.36 )
13.64%
March 23, 2023 BO 4.2 $8.06 @$7.50 $0.85
($8.06)
11.33% 6.69% I 1.61% I $8.19 $0.77
( $8.19 )
-9.41%
Dec. 1, 2022 BO 4.4 $7.18 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 1, 2022 BO 4.6 $10.40 @$10.00
June 2, 2022 BO 4.5 $11.63 @$12.50
March 17, 2022 BO 4.3 $12.84 @$12.50
Dec. 2, 2021 BO 4.5 $16.93 @$17.50
Sept. 2, 2021 BO 4.4 $21.85 @$22.50
June 3, 2021 BO 4.2 $14.68 @$15.00
March 11, 2021 BO 3.9 $15.19 @$15.00

 
 
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