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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: Estimated on Nov. 22, 2024
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.6
Avg Daily Volume: 509,541    Market Cap: 367.92M
Sector: Technology    Short Interest: 6.81
Live Interactive Chart
Implied Move Monthly: 21.94%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
Nov. 22, 2024 AC None $0.00 @$7.50 $1.90
($8.66)
21.94% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 19, 2024 AC None $8.57 @$7.50 $1.45
($8.57)
19.33% -4.08% I -2.91% I $8.32 $1.27
( $8.32 )
-12.41%
Aug. 19, 2024 AC None $10.59 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 AC 3.8 $8.08 @$7.50
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

 
 
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