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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LightInTheBox Holding Co. (LITB) - NYSE Next Earnings Date: Estimated on Nov. 29, 2024
EVR: 3.5
Avg Daily Volume: 11,189    Market Cap: 89.31M
Sector: Services    Short Interest: 0.03
Live Interactive Chart
Days to Next Earnings: 7 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Sept. 20, 2018 BO 2.6 $1.00 @$2.50 $1.30
($1.00)
52.0% -33.99% I -24.0% I $0.76 $1.73
( $0.76 )
33.08%
Dec. 13, 2017 BO 3.1 $1.93 @$2.50 $0.57
($1.93)
22.8% -7.77% I -0.51% I $1.92 $0.55
( $1.92 )
-3.51%
Sept. 18, 2017 BO 3.6 $2.70 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 15, 2017 BO 4.0 $2.25 @$2.50
March 16, 2017 BO 4.6 $2.87 @$2.50
Dec. 12, 2016 BO 4.6 $2.63 @$2.50
Sept. 19, 2016 BO 5.3 $2.89 @$2.50
April 11, 2016 BO 5.3 $2.36 @$2.50
Dec. 21, 2015 BO 5.1 $4.15 @$5.00
June 5, 2015 BO 5.5 $4.84 @$5.00

 
 
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