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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
JFrog Ltd. (FROG) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 5.8
Avg Daily Volume: 1,072,423    Market Cap: 3.59B
Sector: None    Short Interest: 1.81
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 AC 5.9 $32.86 @$32.50 $4.40
($32.86)
13.54% -8.55% I -5.35% I $31.10 $1.90
( $31.10 )
-56.82%
Aug. 7, 2024 AC 5.2 $34.05 @$35.00 $4.92
($34.05)
14.06% -32.71% O -27.51% O $24.68 $10.30
( $24.68 )
109.35%
May 9, 2024 AC 4.8 $40.62 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 3.9 $37.09 @$35.00
Nov. 1, 2023 AC 3.5 $22.53 @$22.50
Aug. 2, 2023 AC 3.6 $28.37 @$30.00
May 3, 2023 AC 3.0 $17.70 @$17.50
Feb. 8, 2023 AC 3.3 $24.00 @$25.00
Aug. 3, 2022 AC 4.2 $24.27 @$25.00
May 9, 2022 AC 4.5 $18.40 @$17.50

 
 
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