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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Acuity Brands (AYI) - NYSE Next Earnings Date: Estimated on June 27, 2024
EVR: 3.2
Avg Daily Volume: 259,947    Market Cap: 7.93B
Sector: Technology    Short Interest: 4.67
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Jan. 9, 2024 BO 3.2 $204.52 @$200.00 $14.40
($204.52)
7.2% 11.6% O 11.48% O $228.00 $28.02
( $228.00 )
94.58%
Oct. 4, 2023 BO 3.1 $167.38 @$165.00 $14.50
($167.38)
8.79% 7.87% I 6.94% I $179.00 $15.42
( $179.00 )
6.34%
June 29, 2023 BO 3.5 $160.66 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 4, 2023 BO 3.4 $183.33 @$185.00
Jan. 9, 2023 BO 3.4 $169.76 @$170.00
Oct. 4, 2022 BO 3.3 $159.65 @$160.00
June 30, 2022 BO 3.7 $155.74 @$155.00
April 5, 2022 BO 3.6 $185.07 @$185.00
Jan. 7, 2022 BO 3.7 $210.69 @$210.00
Oct. 6, 2021 BO 3.5 $176.33 @$175.00

 
 
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