Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canaan Inc. (CAN) - NASDAQ Next Earnings Date: OS Estimate: Dec. 10, 2024 BO
OS Projected Window: Dec. 9, 2024 to Dec. 14, 2024
EVR: 4.8
Avg Daily Volume: 12,551,646    Market Cap: 265.30M
Sector: None    Short Interest: 9.39
Live Interactive Chart
Days to Next Earnings: 18 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 20, 2024 BO None $1.59 @$1.50 $0.60
($1.59)
40.0% 13.83% I 5.03% I $1.67 $0.60
( $1.67 )
0.0%
May 17, 2024 BO 5.2 $1.17 @$1.00 $0.42
($1.17)
42.0% -11.11% I -10.25% I $1.05 $0.33
( $1.05 )
-21.43%
Feb. 27, 2024 BO 5.6 $1.97 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 28, 2023 BO 5.9 $1.69 @$1.50
Aug. 29, 2023 BO 6.5 $1.99 @$2.50
May 26, 2023 BO 6.3 $2.58 @$2.50
March 7, 2023 BO 6.6 $2.51 @$2.50
Nov. 14, 2022 BO 6.6 $2.69 @$2.50
Aug. 18, 2022 BO 7.4 $3.91 @$4.00
May 19, 2022 BO 7.7 $3.14 @$3.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US