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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exponent (EXPO) - NASDAQ Next Earnings Date: OS Estimate: July 25, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 4.4
Avg Daily Volume: 257,826    Market Cap: 4.08B
Sector: Services    Short Interest: 3.75
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 3.4 $79.68 @$80.00 $6.17
($79.68)
7.71% 28.91% O 19.49% O $95.21 $17.15
( $95.21 )
177.96%
Feb. 1, 2024 AC 2.7 $89.93 @$90.00 $4.97
($89.93)
5.52% -23.6% O -12.83% O $78.39 $11.85
( $78.39 )
138.43%
Oct. 26, 2023 AC 1.9 $84.94 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 1.9 $93.67 @$95.00
April 27, 2023 AC 1.9 $96.27 @$95.00
Feb. 2, 2023 AC 1.9 $105.45 @$105.00
July 28, 2022 AC 2.1 $98.30 @$100.00
April 28, 2022 AC 2.0 $103.88 @$105.00
Feb. 3, 2022 AC 1.8 $92.39 @$90.00
Oct. 28, 2021 AC 2.0 $115.30 @$115.00

 
 
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