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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CS Disco (LAW) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 7.1
Avg Daily Volume: 125,406    Market Cap: 342.46M
Sector: None    Short Interest: 2.64
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 6, 2024 AC 7.4 $6.37 @$7.50 $1.75
($6.37)
23.33% -9.57% I -5.33% I $6.03 $2.80
( $6.03 )
60.0%
May 9, 2024 AC 7.3 $8.07 @$7.50 $1.15
($8.07)
15.33% -26.39% O -15.73% O $6.80 $0.05
( $6.80 )
-95.65%
Feb. 22, 2024 AC 7.7 $7.32 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 AC 8.7 $5.84 @$5.00
Aug. 9, 2023 AC 8.6 $8.54 @$7.50
May 10, 2023 AC 9.2 $6.02 @$5.00
Feb. 23, 2023 AC 8.2 $9.37 @$10.00
Aug. 11, 2022 AC 4.9 $28.96 @$30.00
May 12, 2022 AC 3.9 $22.32 @$22.50
Feb. 24, 2022 AC 0.6 $32.60 @$35.00

 
 
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