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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tennant Company (TNC) - NYSE Next Earnings Date: Estimated on Aug. 8, 2024
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.2
Avg Daily Volume: 109,583    Market Cap: 2.12B
Sector: Industrial Goods    Short Interest: 4.24
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 6.32%       Expires on: Aug. 16, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Aug. 8, 2024 BO None $0.00 @$110.00 $6.88
($108.78)
6.32% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 3, 2024 BO 2.0 $115.70 @$115.00 $6.85
($115.70)
5.96% -9.74% O -7.54% O $106.97 $10.10
( $106.97 )
47.45%
Feb. 22, 2024 BO 2.0 $101.86 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2023 BO 2.1 $75.42 @$75.00
Aug. 4, 2023 BO 2.0 $81.23 @$80.00
April 28, 2023 BO 1.5 $66.59 @$65.00
Feb. 23, 2023 BO 1.4 $68.46 @$70.00
Aug. 9, 2022 BO 1.6 $65.60 @$65.00
April 28, 2022 BO 1.5 $70.43 @$70.00
Feb. 24, 2022 BO 1.7 $76.34 @$75.00

 
 
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