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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verra Mobility Corporation (VRRM) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.4
Avg Daily Volume: 934,408    Market Cap: 3.92B
Sector: Consumer Services    Short Interest: 2.43
Live Interactive Chart
Days to Next Earnings: 8 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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 AC 2.5 $21.62 @$22.50 $1.88
($21.62)
8.36% 7.3% I 5.82% I $22.88 $1.15
( $22.88 )
-38.83%
Nov. 9, 2023 AC 2.6 $19.75 @$20.00 $1.30
($19.75)
6.5% -5.01% I 4.86% I $20.71 $0.90
( $20.71 )
-30.77%
Aug. 9, 2023 AC 2.6 $20.41 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 2.6 $16.53 @$17.50
March 1, 2023 AC 2.6 $16.86 @$17.50
Nov. 2, 2022 AC 2.3 $16.13 @$15.00
Aug. 3, 2022 AC 2.5 $16.59 @$17.50
April 21, 2022 AC 2.6 $15.41 @$15.00
Feb. 28, 2022 AC 2.6 $16.80 @$17.50
Nov. 4, 2021 AC 2.7 $16.11 @$15.00

 
 
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