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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TransAlta Corporation (TAC) - NYSE Next Earnings Date: Estimated on May 3, 2024
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 2.1
Avg Daily Volume: 934,968    Market Cap: 2.25B
Sector: Utilities    Short Interest: 1.18
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 17.26%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
May 3, 2024 BO None $0.00 @$7.50 $1.12
($6.49)
17.26% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 23, 2024 BO 2.0 $6.99 @$7.50 $0.60
($6.99)
8.0% 7.29% I 4.86% I $7.33 $0.42
( $7.33 )
-30.0%
Aug. 4, 2023 BO 2.0 $9.96 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 BO 2.0 $9.18 @$10.00
Nov. 8, 2022 BO 1.7 $8.75 @$7.50
Aug. 5, 2022 BO 1.5 $11.34 @$12.50
May 6, 2022 BO 1.5 $10.72 @$10.00
Feb. 24, 2022 BO 1.6 $10.29 @$10.00
Nov. 9, 2021 BO 1.5 $11.12 @$10.00
Aug. 10, 2021 BO 1.5 $10.64 @$10.00

 
 
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