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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Luna Innovations Incorporated (LUNA) - NASDAQ Next Earnings Date: N/A
EVR: 5.2
Avg Daily Volume: 187,196    Market Cap: 96.11M
Sector: Technology    Short Interest: 6.84
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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
May 16, 2024 AC 5.8 $2.95 @$2.50 $0.38
($2.95)
15.2% 4.06% I 2.03% I $3.01 $0.78
( $3.01 )
105.26%
Nov. 14, 2023 BO 6.2 $5.39 @$5.00 $1.15
($5.39)
23.0% 6.67% I -4.45% I $5.15 $0.53
( $5.15 )
-53.91%
Aug. 10, 2023 AC 6.1 $8.66 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 6.6 $6.12 @$5.00
March 14, 2023 AC 5.9 $9.57 @$10.00
Aug. 11, 2022 BO 6.1 $6.67 @$7.50
May 16, 2022 BO 5.9 $5.38 @$5.00
March 14, 2022 BO 6.0 $6.67 @$7.50
Nov. 15, 2021 AC 6.1 $9.28 @$10.00
Aug. 9, 2021 AC 6.1 $12.79 @$12.50

 
 
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