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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Halozyme Therapeutics (HALO) - NASDAQ Next Earnings Date: OS Estimate: Feb. 18, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 3.3
Avg Daily Volume: 1,734,139    Market Cap: 6.67B
Sector: Healthcare    Short Interest: 9.89
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 31, 2024 AC 2.9 $50.57 @$50.00 $5.28
($50.57)
10.56% 13.94% O 13.01% O $57.15 $6.67
( $57.15 )
26.33%
Aug. 6, 2024 AC 3.1 $51.94 @$50.00 $5.60
($51.94)
11.2% 7.81% I 4.19% I $54.12 $5.55
( $54.12 )
-0.89%
May 7, 2024 AC 3.0 $41.21 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2024 AC 3.0 $36.00 @$35.00
Nov. 6, 2023 AC 2.9 $35.26 @$35.00
Aug. 8, 2023 AC 3.0 $43.31 @$45.00
May 9, 2023 AC 2.8 $30.58 @$30.00
Feb. 21, 2023 AC 3.0 $49.66 @$50.00
Nov. 8, 2022 AC 2.9 $45.83 @$45.00
Aug. 9, 2022 AC 3.0 $43.33 @$43.00

 
 
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