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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aldeyra Therapeutics (ALDX) - NASDAQ Next Earnings Date: OS Estimate: March 13, 2025 AC
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 2.4
Avg Daily Volume: 505,930    Market Cap: 227.34M
Sector: Healthcare    Short Interest: 4.42
Live Interactive Chart
Days to Next Earnings: 111 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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 AC 2.7 $5.40 @$5.00 $0.40
($5.40)
8.0% -2.96% I -1.11% I $5.34 $0.45
( $5.34 )
12.5%
Nov. 1, 2024 AC 2.8 $5.36 @$5.00 $0.38
($5.36)
7.6% -5.03% I -3.35% I $5.18 $0.28
( $5.18 )
-26.32%
May 3, 2024 AC 3.1 $4.16 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 7, 2024 AC 2.9 $3.85 @$5.00
Nov. 3, 2023 AC 2.9 $2.21 @$2.50
Aug. 4, 2023 BO 3.1 $7.92 @$7.50
May 4, 2023 BO 3.3 $10.18 @$10.00
March 9, 2023 BO 3.4 $7.37 @$7.50
Aug. 5, 2022 BO 3.1 $6.24 @$5.00
May 5, 2022 BO 3.0 $2.93 @$2.50

 
 
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