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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegro MicroSystems (ALGM) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.6
Avg Daily Volume: 3,754,978    Market Cap: 4.6B
Sector: None    Short Interest: 8.3
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Jan. 30, 2025 BO 3.5 $22.85 @$22.50 $2.92
($22.85)
12.98% 6.65% I 5.03% I $24.00 $2.25
( $24.00 )
-22.95%
Oct. 31, 2024 BO 3.6 $22.22 @$22.50 $2.92
($22.22)
12.98% -9.36% I -6.21% I $20.84 $2.55
( $20.84 )
-12.67%
Aug. 1, 2024 BO 3.5 $24.04 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 3.0 $29.36 @$30.00
Feb. 1, 2024 BO 2.8 $25.94 @$25.00
Nov. 2, 2023 BO 2.7 $25.76 @$25.00
Aug. 1, 2023 BO 2.5 $51.61 @$50.00
May 10, 2023 AC 2.5 $37.83 @$40.00
Jan. 31, 2023 BO 2.3 $34.43 @$35.00
Oct. 27, 2022 BO 2.4 $22.68 @$22.50

 
 
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