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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
EPAM Systems (EPAM) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 4.6
Avg Daily Volume: 634,820    Market Cap: 12.12B
Sector: Technology    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 4.2 $202.69 @$200.00 $20.10
($202.69)
10.05% 18.4% O 14.91% O $232.92 $34.43
( $232.92 )
71.29%
Aug. 8, 2024 BO 4.1 $208.17 @$210.00 $20.25
($208.17)
9.64% -11.86% O -8.17% I $191.16 $19.35
( $191.16 )
-4.44%
May 9, 2024 BO 3.3 $249.20 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 BO 3.1 $278.14 @$280.00
Nov. 2, 2023 BO 3.1 $216.65 @$220.00
Aug. 3, 2023 BO 3.1 $236.90 @$240.00
May 5, 2023 BO 2.9 $270.41 @$270.00
Feb. 16, 2023 BO 2.8 $366.53 @$370.00
Aug. 4, 2022 BO 2.4 $370.03 @$370.00
May 5, 2022 BO 2.0 $312.60 @$310.00

 
 
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