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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sierra Bancorp (BSRR) - NASDAQ Next Earnings Date: Estimate: Jan. 27, 2025 BO
EVR: 1.1
Avg Daily Volume: 40,339    Market Cap: 267.62M
Sector: Financial    Short Interest: 0.61
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
April 22, 2024 BO 1.2 $18.75 @$17.50 $2.58
($18.75)
14.74% 3.25% I 0.95% I $18.93 $2.52
( $18.93 )
-2.33%
Jan. 29, 2024 BO 1.2 $21.90 @$22.50 $1.65
($21.90)
7.33% -3.01% I -0.27% I $21.84 $1.68
( $21.84 )
1.82%
Oct. 23, 2023 BO 1.2 $18.22 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2023 BO 1.2 $18.26 @$17.50
April 24, 2023 BO 1.2 $16.00 @$15.00
Jan. 30, 2023 BO 1.3 $21.63 @$22.50
July 25, 2022 BO 1.4 $21.83 @$22.50
April 25, 2022 BO 1.4 $24.21 @$25.00
Jan. 24, 2022 BO 1.4 $27.47 @$25.00
Oct. 25, 2021 BO 1.6 $24.81 @$25.00

 
 
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