Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exact Sciences Corporation (EXAS) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.5
Avg Daily Volume: 3,036,983    Market Cap: 10.44B
Sector: Healthcare    Short Interest: 4.05
Live Interactive Chart
Days to Next Earnings: 58 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 8, 2024 AC 3.3 $59.48 @$60.00 $7.05
($59.48)
11.75% -12.15% O -8.96% I $54.15 $5.97
( $54.15 )
-15.32%
Feb. 21, 2024 AC 3.5 $63.29 @$62.50 $9.50
($63.29)
15.2% -7.83% I -6.0% I $59.49 $6.62
( $59.49 )
-30.32%
Nov. 1, 2023 AC 3.5 $63.52 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 3.4 $96.44 @$97.50
May 9, 2023 AC 3.2 $71.00 @$71.00
Feb. 21, 2023 AC 3.1 $61.26 @$61.00
Nov. 3, 2022 AC 2.7 $32.34 @$32.50
Aug. 2, 2022 AC 2.8 $47.93 @$48.00
April 26, 2022 AC 2.7 $58.63 @$59.00
Feb. 22, 2022 AC 2.6 $73.45 @$73.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US