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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
GraniteShares 1.25x Long TSLA Daily ETF (TSL) - NASDAQ Next Earnings Date: OS Estimate: May 20, 2024 BO
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 2.4
Avg Daily Volume: 210,558    Market Cap: N/A
Sector: Technology    Short Interest: 8.14
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Nov. 23, 2016 BO 2.8 $10.31 @$11.00 $0.76
($10.31)
7.37% 0.67% I 0.09% I $10.32 $0.50
( $10.31 )
-34.21%
Aug. 23, 2016 BO 3.5 $10.53 @$11.00 $0.64
($10.53)
6.12% 1.13% I 0.09% I $10.54 $0.26
( $10.54 )
-59.37%
May 26, 2016 BO 3.9 $8.85 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2016 BO 4.1 $10.43 @$10.00
Nov. 23, 2015 BO 4.2 $9.69 @$10.00
Aug. 18, 2015 BO 4.6 $10.18 @$10.00
May 21, 2015 BO 4.3 $11.06 @$11.00
March 4, 2015 BO 4.5 $11.08 @$11.00
Nov. 24, 2014 BO 4.6 $10.93 @$11.00
Aug. 26, 2014 BO 4.6 $13.37 @$13.00

 
 
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