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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aurora Cannabis Inc. (ACB) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.4
Avg Daily Volume: 1,180,066    Market Cap: 251.64M
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
Nov. 6, 2024 BO 3.8 $6.11 @$6.00 $0.93
($6.11)
15.5% -23.24% O -16.2% O $5.12 $0.99
( $5.12 )
6.45%
Aug. 7, 2024 BO 3.5 $5.88 @$6.00 $0.89
($5.88)
14.83% 15.81% O 6.29% I $6.25 $0.76
( $6.25 )
-14.61%
June 20, 2024 BO 3.4 $5.72 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 3.8 $0.40 @$0.50
Nov. 9, 2023 AC 4.1 $0.45 @$0.50
Aug. 10, 2023 AC 4.7 $0.53 @$0.50
June 14, 2023 BO 5.7 $0.59 @$0.50
Feb. 9, 2023 AC 6.3 $0.92 @$1.00
Nov. 10, 2022 AC 5.9 $1.31 @$1.50
Sept. 20, 2022 AC 6.6 $1.40 @$1.50

 
 
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