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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verisk Analytics (VRSK) - NASDAQ Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.1
Avg Daily Volume: 968,920    Market Cap: 35.11B
Sector: Services    Short Interest: 1.32
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 5.98%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
May 1, 2024 BO None $0.00 @$220.00 $13.35
($223.33)
5.98% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 21, 2024 BO 2.1 $248.51 @$250.00 $13.25
($248.51)
5.3% -5.47% O -4.36% I $237.67 $14.43
( $237.67 )
8.91%
Nov. 1, 2023 BO 2.1 $227.36 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 2.2 $229.22 @$230.00
May 3, 2023 BO 2.0 $188.98 @$190.00
Feb. 28, 2023 AC 1.9 $171.11 @$170.00
Nov. 1, 2022 AC 1.7 $181.47 @$180.00
Aug. 2, 2022 AC 1.7 $188.98 @$190.00
May 3, 2022 AC 1.6 $200.12 @$200.00
Feb. 22, 2022 AC 1.5 $186.44 @$185.00

 
 
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