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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tilly's (TLYS) - NYSE Next Earnings Date: Estimated on June 6, 2024
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 4.5
Avg Daily Volume: 81,782    Market Cap: 208.02M
Sector: Services    Short Interest: 3.39
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
March 14, 2024 AC 4.8 $7.20 @$7.50 $0.90
($7.20)
12.0% -8.33% I -3.75% I $6.93 $0.42
( $6.93 )
-53.33%
Dec. 1, 2022 AC 4.7 $8.87 @$10.00 $1.47
($8.87)
14.7% 16.68% O 11.38% I $9.88 $0.57
( $9.88 )
-61.22%
Sept. 1, 2022 AC 5.0 $7.33 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 2, 2022 AC 5.1 $8.43 @$7.50
March 10, 2022 AC 4.9 $12.25 @$12.50
Dec. 2, 2021 AC 4.8 $14.43 @$15.00
Sept. 2, 2021 AC 5.2 $15.74 @$15.00
June 3, 2021 AC 5.6 $14.44 @$15.00
March 11, 2021 AC 6.2 $11.99 @$12.50
Dec. 3, 2020 AC 6.3 $9.41 @$9.00

 
 
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