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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Essent Group Ltd. (ESNT) - NYSE Next Earnings Date: OS Estimate: Feb. 14, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.5
Avg Daily Volume: 763,354    Market Cap: 6.17B
Sector: Financial    Short Interest: 0.94
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 1, 2024 BO 1.3 $60.01 @$60.00 $2.35
($60.01)
3.92% -10.91% O -10.39% O $53.77 $7.30
( $53.77 )
210.64%
Aug. 2, 2024 BO 1.2 $61.25 @$60.00 $2.85
($61.25)
4.75% -4.84% O -2.12% I $59.95 $2.40
( $59.95 )
-15.79%
May 3, 2024 BO 1.3 $54.28 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2024 BO 1.3 $52.91 @$55.00
Nov. 2, 2023 BO 1.4 $47.79 @$50.00
Aug. 4, 2023 BO 1.4 $51.13 @$50.00
May 5, 2023 BO 1.5 $41.03 @$40.00
Feb. 10, 2023 BO 1.7 $42.43 @$40.00
Nov. 4, 2022 BO 1.7 $38.25 @$40.00
Aug. 5, 2022 BO 1.9 $42.59 @$45.00

 
 
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