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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allogene Therapeutics (ALLO) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.2
Avg Daily Volume: 2,301,887    Market Cap: 755.84M
Sector: Health Care    Short Interest: 24.11
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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. 7, 2024 AC 4.3 $3.19 @$2.50 $0.78
($3.19)
31.2% -7.52% I -3.44% I $3.08 $0.60
( $3.08 )
-23.08%
Aug. 7, 2024 AC 4.5 $2.47 @$2.50 $0.25
($2.47)
10.0% -8.9% I -4.45% I $2.36 $0.33
( $2.36 )
32.0%
May 1, 2024 AC 4.6 $2.92 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 14, 2024 AC 4.6 $4.50 @$5.00
Nov. 2, 2023 AC 4.3 $2.97 @$2.50
Aug. 2, 2023 AC 3.9 $4.69 @$5.00
May 3, 2023 AC 3.4 $5.72 @$5.00
Feb. 28, 2023 AC 3.3 $6.35 @$7.50
Nov. 2, 2022 AC 2.9 $10.17 @$10.00
Aug. 9, 2022 AC 2.6 $15.03 @$15.00

 
 
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