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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Five Below (FIVE) - NASDAQ Next Earnings Date: Estimated on Dec. 4, 2024
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 3.4
Avg Daily Volume: 1,625,101    Market Cap: 8.29B
Sector: Services    Short Interest: 6.54
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 17.37%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Dec. 4, 2024 AC None $0.00 @$85.00 $14.50
($83.49)
17.37% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 28, 2024 AC 3.6 $78.94 @$80.00 $11.40
($78.94)
14.25% 6.19% I -0.88% I $78.24 $7.32
( $78.24 )
-35.79%
June 5, 2024 AC 3.0 $132.79 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 20, 2024 AC 2.8 $208.97 @$210.00
Nov. 29, 2023 AC 3.0 $188.06 @$187.50
Aug. 30, 2023 AC 3.1 $182.95 @$182.50
June 1, 2023 AC 3.1 $169.35 @$170.00
March 15, 2023 AC 3.3 $198.17 @$200.00
Nov. 30, 2022 AC 3.1 $160.86 @$160.00
Aug. 31, 2022 AC 3.2 $127.88 @$128.00

 
 
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