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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: May 7, 2024 AC
EVR: 5.4
Avg Daily Volume: 2,810,177    Market Cap: 10.50B
Sector: None    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 19 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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. 14, 2024 AC 5.7 $72.27 @$72.50 $10.45
($72.27)
14.41% -15.51% O -15.38% O $61.15 $12.55
( $61.15 )
20.1%
Nov. 8, 2023 AC 5.8 $55.81 @$56.00 $7.62
($55.81)
13.61% 7.93% I 0.34% I $56.00 $2.58
( $56.00 )
-66.14%
Aug. 8, 2023 AC 5.6 $58.40 @$58.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 5.9 $56.00 @$56.00
Feb. 15, 2023 AC 5.5 $66.05 @$65.00
Nov. 3, 2022 AC 4.4 $65.36 @$65.00
Aug. 4, 2022 AC 4.3 $98.19 @$98.00
May 4, 2022 AC 4.4 $118.48 @$118.00
Feb. 9, 2022 AC 4.2 $202.01 @$202.50
Oct. 27, 2021 AC 4.0 $345.66 @$345.00

 
 
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