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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vacasa (VCSA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 7.1
Avg Daily Volume: 92,001    Market Cap: 87.06M
Sector: None    Short Interest: 5.28
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 4
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 10.0 $0.72 @$2.50 $1.80
($0.72)
72.0% -8.33% I -5.55% I $0.68 $1.67
( $0.68 )
-7.22%
May 9, 2023 AC 10.0 $0.86 @$2.50 $1.65
($0.86)
66.0% -15.11% I -10.46% I $0.77 $1.62
( $0.77 )
-1.82%
March 14, 2023 AC 1.8 $1.31 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2022 AC 0.0 $3.04 @$2.50

 
 
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