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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
athenahealth, Inc. (ATHN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 1, 2018 AC
OS Projected Window: Feb. 2, 2018 to Feb. 7, 2018
EVR: 4.6
Avg Daily Volume: 582,605    Market Cap: 5.11B
Sector: Technology    Short Interest: 13.04
Live Interactive Chart
Days to Next Earnings: 51 Days
Current 7 Day Implied Movement: 0.96%       Theoretical Expires in 7 days


 
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Sample Chart


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  • Read here for details about how Implied Volatility data is calculated
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    Most Recent ATHN Strategy Testing:
    Eric    Closed a long Put position @$121.00 Expires Oct. 18, 2014    PnL: $747.99
       Oct. 18, 2014, 4 p.m.
    Saimon    Closed a long Straddle position @$130.00 Expires Sept. 20, 2014    PnL: -$1,589.00
       Sept. 20, 2014, 4 p.m.
    Andy    Closed a long Straddle position @$129.00 Expires July 25, 2014    PnL: -$708.00
       July 25, 2014, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 15

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Oct. 19, 2017 AC $116.41 9.73% N/A 1.25% $117.87 $126.04 3.77% N/A 14.79% 8.54% 3.98%
July 20, 2017 AC $143.80 9.22% N/A 7.09% $154.00 $155.93 3.76% N/A 10.33% 8.12% 4.22%
April 27, 2017 AC $121.45 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2017 AC $126.64
Oct. 20, 2016 AC $119.45
July 21, 2016 AC $137.19
April 28, 2016 AC $138.91
Feb. 4, 2016 AC $142.26
Oct. 22, 2015 AC $128.09
July 23, 2015 AC $122.54

 
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