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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Accuray Incorporated (ARAY) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 6.5
Avg Daily Volume: 617,353    Market Cap: 157.80M
Sector: Healthcare    Short Interest: 5.55
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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. 6, 2024 AC 6.7 $2.03 @$2.00 $0.10
($2.03)
5.0% -10.83% O 2.95% I $2.09 $0.15
( $2.09 )
50.0%
Aug. 14, 2024 AC 5.1 $1.43 @$1.00 $0.75
($1.43)
75.0% 51.74% I 51.74% I $2.17 $1.65
( $2.17 )
120.0%
May 1, 2024 AC 4.5 $2.17 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 AC 4.6 $2.59 @$3.00
Nov. 7, 2023 AC 5.0 $2.73 @$3.00
Aug. 9, 2023 AC 4.8 $3.60 @$4.00
April 26, 2023 AC 4.7 $2.70 @$3.00
Feb. 1, 2023 AC 4.5 $2.45 @$2.00
Aug. 10, 2022 AC 4.2 $2.18 @$2.00
April 27, 2022 AC 4.2 $3.02 @$3.00

 
 
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