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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wayfair Inc. (W) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 6.0
Avg Daily Volume: 3,703,921    Market Cap: 7.62B
Sector: Services    Short Interest: 37.12
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Weekly: 13.77%       Expires on: May 3, 2024
Implied Move Monthly: 16.45%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 2, 2024 BO None $0.00 @$58.00 $9.50
($57.75)
16.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 BO 6.0 $48.78 @$49.00 $9.82
($48.78)
20.04% 12.54% I 10.78% I $54.04 $8.66
( $54.04 )
-11.81%
Nov. 1, 2023 BO 6.1 $42.61 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 5.8 $72.89 @$73.00
May 4, 2023 BO 5.9 $31.29 @$31.50
Feb. 23, 2023 BO 5.2 $49.81 @$50.00
Nov. 3, 2022 BO 5.3 $35.60 @$35.50
Aug. 4, 2022 BO 5.5 $64.44 @$64.00
May 5, 2022 BO 5.1 $90.76 @$90.00
Feb. 24, 2022 BO 5.2 $121.32 @$121.00

 
 
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