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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SES AI Corporation (SES) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.5
Avg Daily Volume: 613,113    Market Cap: 594.97M
Sector: None    Short Interest: 3.75
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 120.00%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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 2, 2024 AC None $0.00 @$2.50 $1.38
($1.15)
120.0% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 26, 2024 AC 5.2 $1.49 @$2.50 $0.82
($1.49)
32.8% 20.13% I 14.09% I $1.70 $1.12
( $1.70 )
36.59%
Nov. 7, 2023 BO 5.3 $1.89 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 AC 5.5 $2.64 @$2.50
May 8, 2023 AC 5.8 $1.56 @$2.50
March 14, 2023 BO 5.6 $2.69 @$2.50
Nov. 9, 2022 AC 5.5 $4.70 @$5.00
Aug. 9, 2022 AC 5.7 $5.10 @$5.00
May 12, 2022 AC 5.4 $5.27 @$5.00
May 14, 2019 AC 0.6 $0.37 @$2.50

 
 
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