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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cognex Corporation (CGNX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.0
Avg Daily Volume: 1,199,322    Market Cap: 6.95B
Sector: Technology    Short Interest: 2.89
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 4.0 $40.46 @$40.00 $4.15
($40.46)
10.38% 9.14% I -0.56% I $40.23 $2.55
( $40.23 )
-38.55%
July 31, 2024 AC 3.4 $49.62 @$50.00 $4.55
($49.62)
9.1% -23.61% O -21.24% O $39.08 $11.20
( $39.08 )
146.15%
May 2, 2024 BO 3.5 $40.94 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 BO 3.5 $36.15 @$35.00
Oct. 31, 2023 BO 3.7 $34.94 @$35.00
Aug. 3, 2023 BO 3.7 $51.02 @$50.00
May 4, 2023 BO 3.9 $47.35 @$45.00
Feb. 16, 2023 AC 3.7 $55.31 @$55.00
Nov. 3, 2022 AC 3.4 $42.58 @$45.00
Aug. 2, 2022 AC 3.3 $49.72 @$50.00

 
 
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