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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Datadog (DDOG) - NASDAQ Next Earnings Date: OS Estimate: Nov. 6, 2024 BO
OS Projected Window: Nov. 4, 2024 to Nov. 9, 2024
EVR: 5.0
Avg Daily Volume: 3,448,007    Market Cap: 41.20B
Sector: None    Short Interest: 3.27
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Aug. 8, 2024 BO 5.3 $108.04 @$108.00 $13.35
($108.04)
12.36% 9.28% I 5.57% I $114.06 $8.69
( $114.06 )
-34.91%
May 7, 2024 BO 5.3 $126.97 @$127.00 $14.20
($126.97)
11.18% -13.09% O -11.47% O $112.40 $14.43
( $112.40 )
1.62%
Feb. 13, 2024 BO 5.3 $134.85 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 BO 4.6 $79.55 @$80.00
Aug. 8, 2023 BO 4.3 $106.30 @$106.00
May 4, 2023 BO 4.3 $65.84 @$66.00
Feb. 16, 2023 BO 4.5 $88.72 @$90.00
Nov. 3, 2022 BO 5.0 $74.48 @$74.00
Aug. 4, 2022 BO 5.3 $112.42 @$112.00
May 5, 2022 BO 5.4 $119.00 @$119.00

 
 
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