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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allison Transmission Holdings (ALSN) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 3.3
Avg Daily Volume: 550,782    Market Cap: 6.74B
Sector: Consumer Goods    Short Interest: 1.27
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Oct. 29, 2024 AC 3.2 $100.15 @$100.00 $7.80
($100.15)
7.8% 9.13% O 7.91% O $108.08 $8.20
( $108.08 )
5.13%
July 25, 2024 AC 3.2 $84.41 @$85.00 $6.12
($84.41)
7.2% 4.99% I 3.96% I $87.76 $6.35
( $87.76 )
3.76%
April 25, 2024 AC 3.1 $80.26 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2024 AC 2.7 $61.54 @$60.00
Oct. 25, 2023 AC 2.5 $57.20 @$55.00
July 27, 2023 AC 2.6 $57.61 @$60.00
April 27, 2023 AC 2.5 $45.59 @$45.00
Feb. 15, 2023 AC 2.3 $45.58 @$45.00
Oct. 26, 2022 AC 2.1 $39.02 @$40.00
Aug. 3, 2022 AC 1.9 $40.85 @$40.00

 
 
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