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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Teradyne (TER) - NASDAQ Next Earnings Date: OS Estimate: April 23, 2024 AC
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.8
Avg Daily Volume: 1,726,717    Market Cap: 16.96B
Sector: Technology    Short Interest: 3.96
Live Interactive Chart
Days to Next Earnings: 7 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Jan. 30, 2024 AC 2.6 $104.59 @$105.00 $8.60
($104.59)
8.19% -11.76% O -7.64% I $96.59 $9.20
( $96.59 )
6.98%
Oct. 25, 2023 AC 2.7 $87.91 @$90.00 $8.30
($87.91)
9.22% -3.56% I -3.17% I $85.12 $7.67
( $85.12 )
-7.59%
July 26, 2023 AC 2.8 $114.64 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2023 AC 3.2 $93.33 @$95.00
Jan. 25, 2023 AC 3.4 $103.44 @$105.00
Oct. 25, 2022 AC 3.4 $79.65 @$80.00
July 26, 2022 AC 3.5 $98.15 @$100.00
April 26, 2022 AC 3.6 $107.69 @$110.00
Jan. 26, 2022 AC 2.9 $143.37 @$145.00
Oct. 26, 2021 AC 3.0 $115.15 @$115.00

 
 
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