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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tandem Diabetes Care (TNDM) - NASDAQ Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.9
Avg Daily Volume: 2,398,908    Market Cap: 1.81B
Sector: Healthcare    Short Interest: 9.51
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 21, 2024 AC 4.9 $22.55 @$22.50 $4.30
($22.55)
19.11% 19.64% O 10.86% I $25.00 $3.60
( $25.00 )
-16.28%
Nov. 1, 2023 AC 4.7 $17.75 @$17.50 $3.60
($17.75)
20.57% -18.7% I -14.36% I $15.20 $2.90
( $15.20 )
-19.44%
Aug. 3, 2023 AC 4.7 $31.99 @$32.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 4.5 $39.95 @$40.00
Feb. 22, 2023 AC 4.6 $40.05 @$40.00
Nov. 2, 2022 AC 3.8 $51.34 @$51.50
Aug. 3, 2022 AC 3.4 $68.97 @$69.00
May 4, 2022 AC 3.2 $94.43 @$94.00
Feb. 22, 2022 AC 3.8 $106.15 @$106.00
Nov. 3, 2021 AC 3.7 $141.41 @$141.00

 
 
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