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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Two Harbors Investment Corp (TWO) - NYSE Next Earnings Date: Estimated on April 29, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.3
Avg Daily Volume: 1,071,670    Market Cap: 1.34B
Sector: None    Short Interest: 3.08
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Jan. 29, 2024 AC 2.3 $13.65 @$14.00 $0.73
($13.65)
5.21% -6.52% O -6.44% O $12.77 $1.45
( $12.77 )
98.63%
Oct. 30, 2023 AC 1.7 $10.05 @$10.00 $0.75
($10.05)
7.5% 18.6% O 15.52% O $11.61 $1.60
( $11.61 )
113.33%
July 31, 2023 AC 1.8 $13.41 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2023 AC 1.6 $13.73 @$14.00
Feb. 8, 2023 AC 1.6 $17.21 @$17.00
Nov. 8, 2022 AC 1.5 $14.50 @$14.00
Aug. 3, 2022 AC 1.7 $5.27 @$5.00
May 4, 2022 AC 1.7 $5.16 @$5.00
Feb. 9, 2022 AC 1.7 $5.34 @$5.00
Nov. 8, 2021 AC 1.8 $6.37 @$6.00

 
 
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