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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wabash National Corporation (WNC) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.3
Avg Daily Volume: 587,741    Market Cap: 1.21B
Sector: Consumer Goods    Short Interest: 22.18
Live Interactive Chart
Days to Next Earnings: 89 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
April 24, 2024 BO None $25.75 @$25.00 $2.72
($25.75)
10.88% -6.09% I -5.16% I $24.42 $2.05
( $24.42 )
-24.63%
Feb. 1, 2024 BO 3.2 $25.30 @$25.00 $3.10
($25.30)
12.4% -14.5% O 5.61% I $26.72 $2.45
( $26.72 )
-20.97%
July 26, 2023 BO 3.4 $24.74 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2023 BO 3.0 $22.18 @$22.50
Feb. 2, 2023 BO 2.8 $26.18 @$25.00
July 27, 2022 BO 2.9 $16.03 @$15.00
April 27, 2022 BO 2.8 $13.83 @$15.00
Feb. 2, 2022 BO 2.6 $19.40 @$20.00
Nov. 9, 2021 BO 3.0 $17.76 @$17.50
July 28, 2021 BO 3.2 $14.31 @$15.00

 
 
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