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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Camtek Ltd. (CAMT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.7
Avg Daily Volume: 506,060    Market Cap: 4.60B
Sector: Technology    Short Interest: 8.62
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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. 12, 2024 BO 2.3 $78.70 @$80.00 $13.80
($78.70)
17.25% 14.28% I 7.7% I $84.76 $12.75
( $84.76 )
-7.61%
May 9, 2024 BO 2.0 $84.37 @$85.00 $7.22
($84.37)
8.49% 12.75% O 8.59% O $91.62 $8.60
( $91.62 )
19.11%
Feb. 20, 2024 BO 1.9 $87.77 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2023 BO 2.0 $65.20 @$65.00
July 31, 2023 BO 2.0 $47.29 @$45.00
May 10, 2023 BO 2.0 $27.77 @$30.00
Feb. 16, 2023 BO 2.1 $26.78 @$25.00
Nov. 17, 2022 BO 2.2 $24.67 @$25.00
July 27, 2022 BO 2.3 $28.50 @$30.00
May 12, 2022 BO 2.5 $26.94 @$25.00

 
 
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