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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
EDAP TMS S.A. (EDAP) - NASDAQ Next Earnings Date: OS Estimate: Nov. 27, 2024 BO
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 3.4
Avg Daily Volume: 156,398    Market Cap: 183.29M
Sector: Healthcare    Short Interest: 0.27
Live Interactive Chart
Days to Next Earnings: 5 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 7, 2024 BO 3.6 $2.83 @$2.50 $0.50
($2.83)
20.0% -3.88% I -3.53% I $2.73 $0.70
( $2.73 )
40.0%
May 16, 2024 BO 3.8 $6.88 @$7.50 $0.55
($6.88)
7.33% 1.74% I 0.14% I $6.89 $0.78
( $6.89 )
41.82%
March 27, 2024 BO 4.0 $7.30 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 BO 3.4 $7.20 @$7.50
Aug. 24, 2023 BO 3.5 $8.09 @$7.50
May 17, 2023 BO 3.5 $10.87 @$10.00
March 30, 2023 BO 3.7 $11.13 @$10.00
Nov. 16, 2022 AC 3.9 $9.94 @$10.00
Aug. 24, 2022 AC 3.6 $7.23 @$7.50
May 17, 2022 AC 4.1 $6.90 @$7.00

 
 
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