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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tema Electrification ETF (VOLT) - NASDAQ Next Earnings Date: OS Estimate: Sept. 10, 2025 BO
OS Projected Window: Sept. 8, 2025 to Sept. 13, 2025
EVR: 4.0
Avg Daily Volume: 33,506    Market Cap: 132.37M
Sector: None    Short Interest: 0.38
Live Interactive Chart
Days to Next Earnings: 26 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
March 15, 2022 AC 4.6 $5.90 @$5.00 $0.82
($5.90)
16.4% -0.33% I -0.16% I $5.89 $0.93
( $5.89 )
13.41%
Jan. 12, 2022 AC 4.9 $3.24 @$2.50 $0.80
($3.24)
32.0% 8.95% I 3.7% I $3.36 $0.85
( $3.36 )
6.25%
Sept. 13, 2021 AC 5.3 $4.16 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 15, 2021 AC 5.7 $4.19 @$5.00
March 16, 2021 AC 5.8 $3.48 @$2.50
Jan. 13, 2021 AC 5.5 $3.28 @$2.50
Sept. 10, 2020 AC 6.0 $1.23 @$2.50
June 17, 2020 BO 5.3 $1.31 @$2.50
March 12, 2020 AC 0.6 $1.08 @$2.50
Jan. 16, 2020 BO 0.0 $2.83 @$2.50

 
 
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