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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varex Imaging Corporation (VREX) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
EVR: 4.9
Avg Daily Volume: 329,325    Market Cap: 702.30M
Sector: None    Short Interest: 15.33
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 14, 2023 AC 5.1 $19.41 @$20.00 $2.15
($19.41)
10.75% -8.91% I -0.82% I $19.25 $1.28
( $19.25 )
-40.47%
Aug. 2, 2022 AC 5.4 $22.70 @$22.50 $3.30
($22.70)
14.67% -8.41% I -3.61% I $21.88 $1.72
( $21.88 )
-47.88%
May 3, 2022 AC 5.8 $20.17 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2022 AC 5.5 $26.73 @$25.00
Nov. 16, 2021 AC 5.9 $26.84 @$25.00
Aug. 3, 2021 AC 6.6 $27.00 @$25.00
May 4, 2021 AC 6.7 $23.98 @$25.00
Feb. 4, 2021 AC 6.1 $19.89 @$20.00
Nov. 17, 2020 AC 6.1 $14.53 @$15.00
Aug. 12, 2020 AC 5.3 $16.00 @$15.00

 
 
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