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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
e.l.f. Beauty (ELF) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 5.5
Avg Daily Volume: 3,151,787    Market Cap: 9.04B
Sector: None    Short Interest: 7.07
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 AC 5.2 $104.16 @$104.00 $16.70
($104.16)
16.06% 20.23% O 11.43% I $116.07 $13.20
( $116.07 )
-20.96%
Aug. 8, 2024 AC 5.2 $187.95 @$187.50 $26.95
($187.95)
14.37% -17.21% O -14.42% O $160.83 $27.25
( $160.83 )
1.11%
May 22, 2024 AC 4.7 $155.63 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 4.8 $173.32 @$172.50
Nov. 1, 2023 AC 4.7 $94.54 @$95.00
Aug. 1, 2023 AC 4.4 $116.50 @$115.00
May 24, 2023 AC 4.0 $86.45 @$85.00
Feb. 1, 2023 AC 3.7 $58.51 @$60.00
Nov. 2, 2022 AC 3.5 $41.66 @$40.00
Aug. 3, 2022 AC 3.6 $33.87 @$35.00

 
 
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