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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: OS Estimate: May 27, 2025 AC
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 5.6
Avg Daily Volume: 1,044,563    Market Cap: 2.1B
Sector: Technology    Short Interest: 3.29
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Feb. 26, 2025 AC 5.9 $75.81 @$76.00 $12.65
($75.81)
16.64% -17.16% O -17.12% O $62.83 $13.68
( $62.83 )
8.14%
Nov. 26, 2024 AC 5.9 $68.41 @$68.00 $12.55
($68.41)
18.46% 18.87% O 5.89% I $72.44 $7.13
( $72.44 )
-43.19%
May 30, 2024 AC 5.5 $48.31 @$48.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 5.7 $57.96 @$58.00
Nov. 30, 2023 AC 6.3 $58.71 @$59.00
Aug. 29, 2023 AC 5.7 $75.78 @$76.00
May 30, 2023 AC 5.9 $81.96 @$82.00
Feb. 28, 2023 AC 6.0 $94.31 @$94.00
Dec. 1, 2022 AC 6.4 $73.93 @$74.00
Aug. 30, 2022 AC 6.0 $84.50 @$84.00

 
 
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