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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
VirnetX Holding Corp (VHC) - NYSE Next Earnings Date: Estimated on May 15, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.0
Avg Daily Volume: 8,561    Market Cap: 22.98M
Sector: Technology    Short Interest: 5.58
Live Interactive Chart
Days to Next Earnings: 22 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Nov. 8, 2023 AC 1.8 $7.29 @$2.50 $2.17
($0.24)
916.0% -11.52% I -9.46% I $6.60 $0.00
( N/A )
None%
May 12, 2023 AC 1.9 $0.43 @$1.00 $0.57
($0.43)
57.0% -4.65% I -2.32% I $0.42 $0.55
( $0.42 )
-3.51%
March 31, 2023 AC 1.9 $1.31 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2022 AC 1.8 $1.30 @$1.00
Aug. 9, 2022 AC 1.7 $1.95 @$2.00
May 16, 2022 AC 1.7 $1.20 @$1.00
March 15, 2022 AC 1.7 $1.72 @$2.00
Nov. 8, 2021 AC 1.8 $4.33 @$4.00
Aug. 9, 2021 AC 2.1 $3.98 @$4.00
May 11, 2021 AC 2.3 $4.11 @$4.00

 
 
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