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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.4
Avg Daily Volume: 993,056    Market Cap: 367.92M
Sector: Technology    Short Interest: 6.81
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Dec. 19, 2024 AC 3.6 $8.95 @$10.00 $1.52
($8.95)
15.2% 4.69% I 1.56% I $9.09 $1.33
( $9.09 )
-12.5%
Aug. 19, 2024 AC 3.6 $10.59 @$10.00 $1.47
($10.59)
14.7% -10.0% I -6.23% I $9.93 $1.17
( $9.93 )
-20.41%
May 9, 2024 AC 3.8 $8.08 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 7, 2024 AC 3.8 $6.65 @$7.50
Nov. 13, 2023 BO 3.9 $6.71 @$7.50
Aug. 11, 2023 BO 4.3 $6.77 @$7.50
May 10, 2023 BO 4.5 $7.19 @$7.50
Feb. 22, 2023 BO 4.5 $6.72 @$7.50
Nov. 14, 2022 BO 3.7 $5.51 @$5.00
Aug. 15, 2022 AC 3.7 $6.04 @$5.00

 
 
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