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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Advanced Drainage Systems (WMS) - NYSE Next Earnings Date: Estimated on May 16, 2024
EVR: 4.0
Avg Daily Volume: 443,050    Market Cap: 12.64B
Sector: None    Short Interest: 2.68
Live Interactive Chart
Days to Next Earnings: 21 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 2, 2023 BO 4.0 $108.19 @$110.00 $10.50
($108.19)
9.55% 6.28% I -0.94% I $107.17 $7.05
( $107.17 )
-32.86%
Aug. 3, 2023 BO 4.2 $124.97 @$125.00 $13.20
($124.97)
10.56% 3.32% I 0.68% I $125.83 $7.60
( $125.83 )
-42.42%
May 18, 2023 BO 4.1 $88.67 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2023 BO 3.7 $104.10 @$105.00
Nov. 3, 2022 BO 2.9 $113.45 @$115.00
Aug. 4, 2022 BO 2.5 $120.45 @$120.00
May 19, 2022 BO 2.8 $99.29 @$100.00
Feb. 3, 2022 BO 2.8 $115.20 @$115.00
Nov. 4, 2021 BO 2.8 $112.01 @$110.00
Aug. 5, 2021 BO 2.8 $122.06 @$120.00

 
 
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