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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ambarella (AMBA) - NASDAQ Next Earnings Date: Estimated on Nov. 26, 2024
EVR: 5.9
Avg Daily Volume: 313,103    Market Cap: 1.89B
Sector: Technology    Short Interest: 6.36
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Weekly: 14.27%       Expires on: Nov. 29, 2024
Implied Move Monthly: 16.31%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 26, 2024 AC None $0.00 @$61.00 $10.00
($61.30)
16.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 30, 2024 AC 5.5 $48.31 @$48.00 $8.05
($48.31)
16.77% 24.17% O 20.59% O $58.26 $11.18
( $58.26 )
38.88%
Feb. 27, 2024 AC 5.7 $57.96 @$58.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 31, 2022 AC 6.3 $85.22 @$85.00

 
 
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