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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cross Country Healthcare (CCRN) - NASDAQ Next Earnings Date: OS Estimate: Jan. 8, 2025 AC
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 5.1
Avg Daily Volume: 704,636    Market Cap: 649.37M
Sector: Services    Short Interest: 19.78
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 5.7 $12.15 @$12.50 $0.82
($12.15)
6.56% -3.29% I 0.98% I $12.27 $2.40
( $12.27 )
192.68%
May 1, 2024 AC 5.8 $17.90 @$17.50 $2.50
($17.90)
14.29% -10.05% I -6.48% I $16.74 $3.02
( $16.74 )
20.8%
Feb. 21, 2024 AC 6.3 $17.02 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 5.9 $23.09 @$22.50
Aug. 2, 2023 AC 5.8 $26.50 @$25.00
May 3, 2023 AC 5.6 $21.44 @$22.50
Feb. 22, 2023 AC 6.1 $26.51 @$25.00
Nov. 2, 2022 AC 6.3 $35.07 @$35.00
Aug. 3, 2022 AC 6.1 $27.44 @$25.00
May 4, 2022 AC 6.3 $19.36 @$20.00

 
 
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