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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Silicon Laboratories (SLAB) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.2
Avg Daily Volume: 344,527    Market Cap: 4.18B
Sector: Technology    Short Interest: 8.37
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 24, 2024 BO None $125.41 @$125.00 $15.60
($125.41)
12.48% -10.58% I -8.89% I $114.26 $13.77
( $114.26 )
-11.73%
July 26, 2023 BO 3.3 $158.72 @$160.00 $16.40
($158.72)
10.25% -10.46% O -9.02% I $144.40 $17.60
( $144.40 )
7.32%
April 26, 2023 BO 3.1 $156.06 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2022 BO 3.0 $138.54 @$140.00
April 27, 2022 BO 3.1 $127.28 @$125.00
Feb. 2, 2022 BO 3.0 $165.42 @$165.00
Oct. 27, 2021 BO 2.3 $154.86 @$155.00
July 28, 2021 BO 2.6 $138.04 @$140.00
April 28, 2021 BO 3.0 $150.63 @$150.00
Feb. 3, 2021 BO 3.0 $138.77 @$140.00

 
 
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