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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Embecta Corp. (EMBC) - NASDAQ Next Earnings Date: Estimated on Nov. 26, 2024
OS Projected Window: Dec. 2, 2024 to Dec. 7, 2024
EVR: 6.7
Avg Daily Volume: 283,198    Market Cap: 792.86M
Sector: None    Short Interest: 6.95
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 21.57%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 26, 2024 BO None $0.00 @$15.00 $3.02
($14.00)
21.57% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 9, 2024 BO 6.4 $14.34 @$15.00 $3.65
($14.34)
24.33% 20.85% I 7.32% I $15.39 $2.27
( $15.39 )
-37.81%
May 9, 2024 BO 4.9 $10.27 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2024 BO 4.9 $17.76 @$17.50
Nov. 21, 2023 BO 5.4 $16.33 @$17.50
Aug. 8, 2023 BO 5.8 $21.61 @$22.50
May 12, 2023 BO 6.3 $28.92 @$30.00
Feb. 14, 2023 BO 6.8 $28.43 @$30.00
Dec. 20, 2022 BO 5.8 $32.48 @$30.00
Aug. 15, 2022 BO 0.6 $28.68 @$30.00

 
 
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