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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AlloVir (ALVR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 20, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 4.1
Avg Daily Volume: 438,349    Market Cap: 86.54M
Sector: None    Short Interest: 10.25
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 11, 2024 BO 3.6 $0.62 @$2.50 $1.88
($0.62)
75.2% 20.96% I 19.35% I $0.74 $1.90
( $0.74 )
1.06%
Nov. 8, 2024 BO 2.3 $0.98 @$2.50 $1.57
($0.98)
62.8% -38.77% I -36.73% I $0.62 $1.83
( $0.62 )
16.56%
Nov. 7, 2024 BO 2.3 $1.01 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 AC 2.5 $0.73 @$2.50
Aug. 1, 2024 AC 2.8 $0.80 @$2.50
March 15, 2024 BO 2.8 $0.73 @$0.50
Nov. 2, 2023 BO 2.4 $1.54 @$2.50
Aug. 3, 2023 BO 2.7 $3.02 @$2.50
May 4, 2023 BO 2.4 $3.86 @$5.00
Feb. 15, 2023 BO 2.3 $6.58 @$7.50

 
 
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