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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Taysha Gene Therapies (TSHA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 10.0
Avg Daily Volume: 1,815,666    Market Cap: 430.01M
Sector: None    Short Interest: 10.47
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 14, 2024 AC 10.0 $2.57 @$2.50 $0.82
($2.57)
32.8% 22.56% I 21.01% I $3.11 $0.85
( $3.11 )
3.66%
March 19, 2024 AC 10.0 $2.25 @$2.00 $1.07
($2.25)
53.5% 41.33% I 31.55% I $2.96 $1.05
( $2.96 )
-1.87%
Nov. 14, 2023 AC 10.0 $1.33 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2023 BO 5.0 $0.74 @$2.50
May 11, 2023 AC 5.2 $0.71 @$2.50
March 28, 2023 AC 6.0 $0.65 @$2.50
Nov. 8, 2022 BO 6.6 $2.00 @$2.50
Aug. 11, 2022 BO 6.4 $4.88 @$5.00
May 16, 2022 BO 0.6 $3.44 @$2.50
March 31, 2022 BO 0.0 $6.15 @$5.00

 
 
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