Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simulations Plus (SLP) - NASDAQ Next Earnings Date: N/A
EVR: 4.1
Avg Daily Volume: 126,443    Market Cap: 855.99M
Sector: Technology    Short Interest: 9.94
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
July 6, 2022 AC 4.1 $51.28 @$50.00 $5.73
($51.28)
11.46% 10.1% I 7.85% I $55.31 $8.12
( $55.31 )
41.71%
April 6, 2022 AC 4.1 $47.80 @$50.00 $4.78
($47.80)
9.56% 10.29% O 6.9% I $51.10 $5.22
( $51.10 )
9.21%
Jan. 6, 2022 AC 3.8 $45.88 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 25, 2021 AC 3.8 $41.57 @$40.00
July 12, 2021 AC 3.5 $53.40 @$55.00
April 12, 2021 AC 3.3 $63.53 @$65.00
Jan. 11, 2021 AC 3.4 $79.33 @$80.00
Nov. 16, 2020 AC 3.2 $67.97 @$70.00
July 9, 2020 AC 3.2 $63.57 @$65.00
April 10, 2020 BO 3.1 $35.95 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US