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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
WSFS Financial Corporation (WSFS) - NASDAQ Next Earnings Date: OS Estimate: July 10, 2024 AC
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 1.6
Avg Daily Volume: 245,325    Market Cap: 2.53B
Sector: Financial    Short Interest: 2.85
Live Interactive Chart
Implied Move Monthly: 7.65%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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 25, 2024 AC None $0.00 @$45.00 $3.45
($45.08)
7.65% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 AC 1.7 $45.95 @$45.00 $4.40
($45.95)
9.78% -1.8% I 1.41% I $46.60 $3.22
( $46.60 )
-26.82%
Jan. 26, 2023 AC 1.6 $46.58 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2022 AC 1.6 $42.82 @$45.00
April 21, 2022 AC 1.6 $43.04 @$45.00
Jan. 24, 2022 AC 1.6 $52.33 @$50.00
Oct. 21, 2021 AC 1.7 $55.47 @$55.00
July 22, 2021 AC 1.6 $43.13 @$45.00
April 22, 2021 AC 1.5 $47.96 @$50.00
Jan. 25, 2021 AC 1.6 $46.15 @$45.00

 
 
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