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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Companhia Siderurgica Nacional S.A. (SID) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.3
Avg Daily Volume: 3,460,929    Market Cap: 4.16B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 6, 2024 AC 2.4 $3.35 @$2.50 $0.88
($3.35)
35.2% -5.37% I -5.07% I $3.18 $1.02
( $3.18 )
15.91%
Nov. 13, 2023 AC 2.0 $2.52 @$2.50 $0.28
($2.52)
11.2% 10.71% I 10.71% I $2.79 $0.25
( $2.79 )
-10.71%
Aug. 2, 2023 AC 2.2 $2.76 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 2.2 $2.71 @$2.50
March 8, 2023 AC 2.1 $3.52 @$2.50
Oct. 31, 2022 AC 2.0 $2.41 @$2.50
Aug. 15, 2022 AC 2.1 $3.15 @$2.50
May 4, 2022 AC 1.9 $4.44 @$5.00
March 9, 2022 AC 1.9 $5.54 @$5.00
Nov. 3, 2021 AC 1.9 $3.94 @$5.00

 
 
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