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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Beacon Roofing Supply (BECN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.4
Avg Daily Volume: 814,176    Market Cap: 6.07B
Sector: Industrial Goods    Short Interest: 2.08
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Oct. 30, 2024 AC 2.4 $95.47 @$95.00 $9.40
($95.47)
9.89% 4.5% I -3.56% I $92.07 $7.58
( $92.07 )
-19.36%
Aug. 1, 2024 AC 2.0 $98.27 @$97.50 $6.25
($98.27)
6.41% -15.13% O -13.09% O $85.40 $14.60
( $85.40 )
133.6%
May 2, 2024 AC 2.1 $97.52 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 2.0 $89.49 @$90.00
Nov. 2, 2023 AC 2.1 $73.47 @$75.00
Aug. 3, 2023 AC 2.3 $84.90 @$85.00
May 4, 2023 AC 2.4 $59.87 @$60.00
Feb. 23, 2023 AC 2.2 $59.70 @$60.00
Aug. 4, 2022 AC 2.6 $61.73 @$60.00
Feb. 3, 2022 AC 2.8 $54.60 @$55.00

 
 
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