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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iTeos Therapeutics (ITOS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 27, 2024 BO
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 3.9
Avg Daily Volume: 649,220    Market Cap: 631.07M
Sector: None    Short Interest: 13.77
Live Interactive Chart
Days to Next Earnings: 5 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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. 12, 2024 BO 4.1 $9.38 @$9.00 $1.57
($9.38)
17.44% -3.09% I -2.02% I $9.19 $2.40
( $9.19 )
52.87%
Nov. 11, 2024 AC 4.3 $9.38 @$9.00 $1.57
($9.38)
17.44% -3.09% I -2.02% I $9.19 $2.40
( $9.19 )
52.87%
Aug. 8, 2024 BO None $15.22 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2024 BO 2.2 $12.19 @$12.00
March 6, 2024 BO 2.2 $11.02 @$11.00
Nov. 7, 2023 BO 2.1 $10.21 @$10.00
Aug. 8, 2023 BO 2.3 $12.45 @$12.50
May 10, 2023 BO 2.6 $14.18 @$15.00
March 15, 2023 BO 2.9 $16.01 @$15.00
Aug. 10, 2022 AC 2.4 $27.09 @$25.00

 
 
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