Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allurion Technologies (ALUR) - NYSE Next Earnings Date: OS Estimate: March 20, 2025 BO
OS Projected Window: March 17, 2025 to March 22, 2025
EVR: 6.7
Avg Daily Volume: 257,454    Market Cap: 47.85M
Sector: None    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 118 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 4
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. 13, 2024 BO 5.3 $0.71 @$2.50 $1.67
($0.71)
66.8% -30.98% I -26.76% I $0.52 $2.10
( $0.52 )
25.75%
May 14, 2024 BO 4.8 $1.94 @$2.50 $0.73
($1.94)
29.2% 18.55% I 8.76% I $2.11 $0.95
( $2.11 )
30.14%
March 21, 2024 BO 0.2 $2.10 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2023 BO 0.0 $4.16 @$5.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US