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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
E.W. Scripps Company (SSP) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.8
Avg Daily Volume: 1,479,128    Market Cap: 318.91M
Sector: Services    Short Interest: 5.84
Live Interactive Chart
Days to Next Earnings: 16 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Feb. 23, 2024 BO 4.4 $5.39 @$5.00 $1.10
($5.39)
22.0% -20.96% I -19.48% I $4.34 $0.90
( $4.34 )
-18.18%
Nov. 3, 2023 BO 3.9 $6.10 @$5.00 $1.12
($6.10)
22.4% 21.8% I 18.03% I $7.20 $2.85
( $7.20 )
154.46%
Aug. 4, 2023 BO 3.8 $9.54 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 BO 3.6 $7.40 @$7.50
Feb. 24, 2023 BO 3.3 $14.54 @$15.00
Nov. 8, 2022 BO 2.8 $13.53 @$12.50
Aug. 5, 2022 BO 3.1 $14.40 @$15.00
May 6, 2022 BO 3.3 $17.25 @$17.50
Feb. 25, 2022 BO 3.4 $22.06 @$22.50
Nov. 5, 2021 BO 3.7 $20.62 @$20.00

 
 
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