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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
eHealth (EHTH) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 6.3
Avg Daily Volume: 187,963    Market Cap: 162.06M
Sector: Financial    Short Interest: 3.68
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 BO 6.3 $5.09 @$5.00 $0.83
($5.09)
16.6% -18.27% O -1.37% I $5.02 $0.22
( $5.02 )
-73.49%
Feb. 27, 2024 BO 6.8 $7.06 @$7.50 $1.28
($7.06)
17.07% -10.48% I -7.64% I $6.52 $2.00
( $6.52 )
56.25%
Nov. 8, 2023 AC 7.0 $7.46 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 7.7 $8.99 @$10.00
May 9, 2023 BO 8.0 $6.68 @$7.50
Feb. 28, 2023 BO 8.3 $8.81 @$10.00
Nov. 7, 2022 AC 7.7 $3.18 @$2.50
Aug. 8, 2022 AC 7.9 $8.28 @$7.50
May 3, 2022 AC 6.9 $8.29 @$7.50
March 1, 2022 BO 6.0 $15.54 @$15.00

 
 
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