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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Insteel Industries (IIIN) - NYSE Next Earnings Date: OS Estimate: July 18, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 3.3
Avg Daily Volume: 83,336    Market Cap: 693.53M
Sector: Basic Materials    Short Interest: 3.82
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
April 25, 2024 BO 3.4 $34.12 @$35.00 $3.90
($34.12)
11.14% -8.38% I -7.0% I $31.73 $4.58
( $31.73 )
17.44%
Jan. 18, 2024 BO 3.4 $36.09 @$35.00 $4.75
($36.09)
13.57% -9.11% I -5.29% I $34.18 $3.02
( $34.18 )
-36.42%
Oct. 19, 2023 BO 3.6 $31.60 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO 3.6 $31.75 @$30.00
April 20, 2023 BO 3.7 $27.72 @$30.00
Jan. 19, 2023 BO 3.4 $31.03 @$30.00
July 21, 2022 BO 3.2 $40.81 @$40.00
April 21, 2022 BO 3.3 $40.09 @$40.00
Jan. 20, 2022 BO 3.6 $39.09 @$40.00
Oct. 21, 2021 BO 4.0 $38.17 @$40.00

 
 
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