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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
XOMA Corporation (XOMA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 2.1
Avg Daily Volume: 12,181    Market Cap: 293.09M
Sector: Healthcare    Short Interest: 4.11
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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 9, 2024 BO None $24.20 @$25.00 $5.15
($24.20)
20.6% 4.95% I -2.1% I $23.69 $2.55
( $23.69 )
-50.49%
March 8, 2024 BO 2.2 $25.12 @$25.00 $0.85
($25.12)
3.4% -2.82% I -1.63% I $24.71 $3.40
( $24.71 )
300.0%
Nov. 7, 2023 BO 2.2 $17.38 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 2.4 $15.94 @$15.00
May 9, 2023 BO 2.5 $18.26 @$17.50
March 9, 2023 BO 2.5 $21.02 @$20.00
Aug. 4, 2022 BO 2.4 $21.83 @$22.50
May 5, 2022 BO 2.5 $18.66 @$17.50
March 8, 2022 BO 2.4 $21.53 @$22.50
Nov. 4, 2021 BO 2.5 $25.29 @$25.00

 
 
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