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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Iteris (ITI) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 5.5
Avg Daily Volume: 11,620,800    Market Cap: 211.22M
Sector: Technology    Short Interest: 0.71
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Aug. 8, 2024 AC 3.5 $4.28 @$5.00 $0.88
($4.28)
17.6% 63.78% O 63.55% O $7.00 $2.07
( $7.00 )
135.23%
June 13, 2024 AC None $0.00 @$5.00 $0.50
($4.35)
10.0% -None% I -None% I $0.00 $0.72
( $4.16 )
44.0%
Feb. 8, 2024 AC 3.8 $5.34 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 AC 4.0 $4.28 @$5.00
Aug. 8, 2023 AC 3.8 $4.17 @$5.00
June 13, 2023 AC 3.8 $4.69 @$5.00
Feb. 2, 2023 AC 3.5 $3.97 @$5.00
Nov. 8, 2022 AC 3.4 $2.70 @$2.50
Aug. 4, 2022 AC 3.5 $2.92 @$2.50
June 1, 2022 AC 3.5 $2.70 @$2.50

 
 
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