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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annexon (ANNX) - NASDAQ Next Earnings Date: OS Estimate: May 12, 2025 BO
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 3.2
Avg Daily Volume: 1,581,587    Market Cap: 211.7M
Sector: None    Short Interest: 10.14
Live Interactive Chart
Days to Next Earnings: 41 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
March 3, 2025 BO 3.0 $2.64 @$3.00 $1.35
($2.64)
45.0% -9.46% I -9.46% I $2.39 $1.55
( $2.39 )
14.81%
Nov. 14, 2024 BO 3.1 $6.55 @$7.00 $1.00
($6.55)
14.29% -4.27% I -3.35% I $6.33 $2.50
( $6.33 )
150.0%
Aug. 12, 2024 BO 3.5 $5.48 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 13, 2024 BO 3.5 $4.75 @$5.00
March 26, 2024 AC 2.8 $6.88 @$7.50
Nov. 13, 2023 BO 2.7 $2.12 @$2.50
Aug. 7, 2023 BO 3.1 $3.38 @$2.50
May 8, 2023 AC 3.2 $5.25 @$5.00
March 6, 2023 BO 3.3 $4.73 @$5.00
Nov. 3, 2022 BO 3.9 $4.63 @$5.00

 
 
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