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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verastem (VSTM) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 2.9
Avg Daily Volume: 137,184    Market Cap: 327.98M
Sector: Healthcare    Short Interest: 2.91
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 14, 2024 AC 3.1 $10.50 @$10.00 $2.35
($10.50)
23.5% -6.57% I 4.76% I $11.00 $2.80
( $11.00 )
19.15%
Aug. 7, 2023 AC 3.3 $10.22 @$10.00 $1.45
($10.22)
14.5% -3.03% I -1.85% I $10.03 $1.40
( $10.03 )
-3.45%
March 27, 2023 AC 4.1 $0.41 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2022 BO 4.4 $1.19 @$1.00
March 28, 2022 BO 4.3 $1.19 @$1.00
Nov. 4, 2021 AC 4.9 $2.85 @$3.00
May 11, 2021 AC 5.3 $2.98 @$3.00
March 17, 2021 AC 5.5 $2.38 @$2.00
Nov. 9, 2020 AC 5.9 $1.31 @$1.00
Aug. 10, 2020 BO 6.1 $1.48 @$1.00

 
 
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