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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kratos Defense & Security Solutions (KTOS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 4.0
Avg Daily Volume: 1,036,816    Market Cap: 2.73B
Sector: Services    Short Interest: 1.57
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Days to Next Earnings: 89 Days

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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
Nov. 7, 2024 AC 4.1 $23.82 @$25.00 $2.65
($23.82)
10.6% 10.03% I 9.02% I $25.97 $1.28
( $25.97 )
-51.7%
Aug. 7, 2024 AC 4.1 $20.07 @$20.00 $2.38
($20.07)
11.9% -10.76% I -1.59% I $19.75 $1.12
( $19.75 )
-52.94%
May 7, 2024 AC 4.3 $18.76 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2024 AC 3.8 $17.80 @$17.50
Nov. 2, 2023 AC 3.7 $17.95 @$17.50
Aug. 3, 2023 AC 3.4 $14.43 @$15.00
May 3, 2023 AC 3.5 $13.00 @$12.50
Feb. 23, 2023 AC 3.2 $11.47 @$12.50
Nov. 3, 2022 AC 3.2 $10.80 @$10.00
Aug. 4, 2022 AC 3.6 $15.05 @$15.00

 
 
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