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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Silk Road Medical (SILK) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 5.0
Avg Daily Volume: 743,359    Market Cap: 694.57M
Sector: Health Care    Short Interest: 9.68
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
April 30, 2024 AC 5.0 $19.44 @$20.00 $2.48
($19.44)
12.4% -13.58% O 3.7% I $20.16 $2.15
( $20.16 )
-13.31%
Feb. 28, 2024 AC 4.4 $17.69 @$17.50 $2.60
($17.69)
14.86% 27.3% O 1.69% I $17.99 $1.92
( $17.99 )
-26.15%
Nov. 8, 2023 AC 4.4 $8.03 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 4.6 $22.91 @$22.50
May 9, 2023 AC 4.2 $41.82 @$40.00
Feb. 28, 2023 AC 4.2 $52.99 @$55.00
Nov. 8, 2022 AC 3.9 $42.16 @$40.00
July 26, 2022 AC 4.2 $43.14 @$45.00
May 4, 2022 AC 3.8 $39.68 @$40.00
Feb. 24, 2022 AC 3.6 $31.57 @$30.00

 
 
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