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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex (VERX) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.7
Avg Daily Volume: 839,529    Market Cap: 4.90B
Sector: None    Short Interest: 2.58
Live Interactive Chart
Days to Next Earnings: 2 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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. 29, 2024 BO 4.6 $25.40 @$25.00 $2.35
($25.40)
9.4% 34.6% O 32.2% O $33.58 $9.30
( $33.58 )
295.74%
Nov. 9, 2023 BO 4.1 $22.40 @$22.50 $3.07
($22.40)
13.64% 22.23% O 21.02% O $27.11 $5.65
( $27.11 )
84.04%
Aug. 9, 2023 BO 3.7 $17.77 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 3.6 $20.98 @$20.00
March 8, 2023 BO 2.3 $15.01 @$15.00
Aug. 9, 2022 BO 2.1 $12.68 @$12.50
May 10, 2022 BO 1.7 $12.53 @$12.50
March 9, 2022 BO 1.5 $13.53 @$12.50
Nov. 10, 2021 BO 0.2 $21.20 @$20.00
Aug. 11, 2021 BO 0.0 $18.40 @$17.50

 
 
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