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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ESSA Bancorp (ESSA) - NASDAQ Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.2
Avg Daily Volume: 18,185    Market Cap: 201.5M
Sector: Financial    Short Interest: 0.21
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 13.54%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
April 29, 2025 AC None $0.00 @$20.00 $2.55
($18.83)
13.54% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2025 AC 1.3 $21.30 @$22.50 $2.45
($21.30)
10.89% -2.06% I -1.78% I $20.92 $1.05
( $20.92 )
-57.14%
Jan. 27, 2025 AC 1.4 $21.15 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2025 AC 1.3 $20.85 @$20.00
Jan. 22, 2025 AC 1.4 $20.49 @$20.00
April 24, 2024 AC 1.1 $16.85 @$17.50
Jan. 24, 2024 AC 1.1 $19.87 @$20.00
Oct. 25, 2023 AC 0.8 $14.56 @$15.00
July 26, 2023 AC 0.8 $16.59 @$17.50
April 26, 2023 AC 0.7 $15.47 @$15.00

 
 
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