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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vapotherm (VAPO) - NYSE Next Earnings Date: OS Estimate: April 30, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 5.6
Avg Daily Volume: 3,387    Market Cap: 8.36M
Sector: None    Short Interest: 10.2
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Aug. 8, 2023 AC None $0.37 @$2.50 $2.12
($0.37)
84.8% 10.81% I 5.4% I $0.39 $2.12
( $0.39 )
0.0%
May 3, 2023 AC 6.3 $0.60 @$2.50 $2.08
($0.60)
83.2% -13.33% I -13.33% I $0.52 $1.93
( $0.52 )
-7.21%
Feb. 23, 2023 AC None $0.95 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2022 AC 5.5 $2.56 @$2.50
May 4, 2022 AC 5.4 $4.81 @$5.00
Feb. 24, 2022 AC 5.6 $13.67 @$12.50
Nov. 3, 2021 AC 6.6 $23.64 @$22.50
Aug. 9, 2021 AC 7.5 $27.31 @$27.50
May 5, 2021 AC 8.4 $21.63 @$22.50
Feb. 24, 2021 AC 10.0 $27.01 @$27.50

 
 
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