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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iTeos Therapeutics (ITOS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 4.4
Avg Daily Volume: 405,246    Market Cap: 488.90M
Sector: None    Short Interest: 9.97
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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 10, 2024 BO 2.2 $12.19 @$12.00 $2.15
($12.19)
17.92% 53.81% O 43.06% O $17.44 $6.30
( $17.44 )
193.02%
March 6, 2024 BO 2.3 $11.02 @$11.00 $2.72
($11.02)
24.73% 7.89% I 7.8% I $11.88 $1.52
( $11.88 )
-44.12%
Nov. 7, 2023 BO 2.2 $10.21 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 2.4 $12.45 @$12.50
May 10, 2023 BO 2.7 $14.18 @$15.00
March 15, 2023 BO 3.2 $16.01 @$15.00
Aug. 10, 2022 AC 2.4 $27.09 @$25.00
May 12, 2022 AC 0.2 $18.57 @$17.50
Nov. 10, 2021 AC 0.0 $29.43 @$30.00

 
 
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