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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haemonetics Corporation (HAE) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.1
Avg Daily Volume: 661,351    Market Cap: 4.62B
Sector: Healthcare    Short Interest: 12.6
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 3.1 $78.16 @$80.00 $9.12
($78.16)
11.4% 11.94% O 10.7% I $86.53 $7.57
( $86.53 )
-17.0%
Aug. 8, 2024 BO 3.0 $85.72 @$85.00 $6.10
($85.72)
7.18% -11.86% O -10.83% O $76.43 $9.78
( $76.43 )
60.33%
May 9, 2024 BO 3.3 $93.25 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 3.7 $77.11 @$75.00
Nov. 2, 2023 BO 3.9 $86.39 @$85.00
Aug. 8, 2023 BO 4.3 $88.65 @$90.00
May 11, 2023 BO 4.7 $83.10 @$85.00
Feb. 7, 2023 BO 4.9 $87.76 @$90.00
Aug. 10, 2022 BO 4.9 $67.59 @$70.00
May 10, 2022 BO 4.7 $49.27 @$50.00

 
 
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