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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haemonetics Corporation (HAE) - NYSE Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.2
Avg Daily Volume: 822,321    Market Cap: 3.5B
Sector: Healthcare    Short Interest: 13.6
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Feb. 6, 2025 BO 3.1 $71.24 @$70.00 $8.32
($71.24)
11.89% -13.77% O -11.58% I $62.99 $7.08
( $62.99 )
-14.9%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 3.3 $93.25 @$95.00
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
Nov. 7, 2022 BO 5.0 $80.66 @$80.00

 
 
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