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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
IDEXX Laboratories (IDXX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.7
Avg Daily Volume: 740,637    Market Cap: 43.15B
Sector: Healthcare    Short Interest: 2.44
Live Interactive Chart
Days to Next Earnings: 75 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
Oct. 31, 2024 BO 2.5 $451.08 @$450.00 $34.75
($451.08)
7.72% -10.27% O -9.78% O $406.92 $44.17
( $406.92 )
27.11%
Aug. 6, 2024 BO 2.5 $455.08 @$460.00 $37.65
($455.08)
8.18% 7.5% I 3.14% I $469.37 $26.15
( $469.37 )
-30.54%
May 1, 2024 BO 2.6 $492.76 @$490.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 BO 2.5 $527.14 @$530.00
Nov. 1, 2023 BO 2.5 $399.47 @$400.00
Aug. 1, 2023 BO 2.7 $554.73 @$550.00
May 2, 2023 BO 2.8 $489.60 @$490.00
Feb. 6, 2023 BO 2.8 $482.41 @$480.00
Nov. 1, 2022 BO 2.7 $359.68 @$360.00
Aug. 2, 2022 BO 2.8 $398.13 @$400.00

 
 
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