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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denny's Corporation (DENN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.5
Avg Daily Volume: 731,601    Market Cap: 451.47M
Sector: Consumer Services    Short Interest: 5.39
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 22, 2024 BO 3.2 $6.64 @$7.50 $1.12
($6.64)
14.93% -19.12% O -17.62% O $5.47 $2.02
( $5.47 )
80.36%
July 30, 2024 AC 3.0 $7.65 @$7.50 $1.15
($7.65)
15.33% -11.24% I -3.79% I $7.36 $0.55
( $7.36 )
-52.17%
Feb. 13, 2024 AC 2.8 $9.91 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2023 AC 3.1 $8.65 @$7.50
Aug. 1, 2023 AC 3.0 $11.45 @$12.50
May 2, 2023 AC 3.1 $11.21 @$10.00
Feb. 13, 2023 AC 3.2 $12.14 @$12.50
Nov. 1, 2022 AC 3.2 $11.22 @$10.00
Aug. 2, 2022 AC 3.2 $9.47 @$10.00
May 3, 2022 AC 2.8 $13.12 @$12.50

 
 
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