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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Altimmune (ALT) - NASDAQ Next Earnings Date: OS Estimate: Jan. 22, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 5.0
Avg Daily Volume: 3,408,669    Market Cap: 471.50M
Sector: None    Short Interest: 32.9
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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. 12, 2024 BO 3.8 $7.35 @$7.00 $2.10
($7.35)
30.0% 36.32% O 29.11% I $9.49 $3.20
( $9.49 )
52.38%
Aug. 8, 2024 BO 3.3 $5.50 @$5.50 $1.12
($5.50)
20.36% 21.27% O 15.09% I $6.33 $1.43
( $6.33 )
27.68%
May 9, 2024 BO 3.2 $7.16 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 27, 2024 BO 3.0 $8.65 @$8.50
Nov. 7, 2023 BO 3.3 $2.67 @$3.00
Aug. 10, 2023 BO 3.3 $2.95 @$3.00
May 11, 2023 BO 3.7 $4.98 @$5.00
Feb. 28, 2023 BO 4.0 $11.83 @$12.00
Nov. 10, 2022 BO 4.0 $9.69 @$10.00
Aug. 11, 2022 BO 4.3 $12.86 @$13.00

 
 
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