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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Modine Manufacturing Company (MOD) - NYSE Next Earnings Date: OS Estimate: Jan. 1, 2025 AC
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 5.8
Avg Daily Volume: 674,592    Market Cap: 4.82B
Sector: Consumer Goods    Short Interest: 5.09
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Oct. 29, 2024 AC 5.8 $130.31 @$130.00 $20.60
($130.31)
15.85% -12.45% I -7.22% I $120.89 $17.40
( $120.89 )
-15.53%
July 30, 2024 AC 5.7 $98.92 @$100.00 $16.50
($98.92)
16.5% 25.27% O 18.94% O $117.66 $20.00
( $117.66 )
21.21%
May 21, 2024 AC 5.7 $101.47 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2024 AC 5.7 $66.78 @$65.00
Nov. 1, 2023 AC 6.3 $41.14 @$40.00
Aug. 2, 2023 AC 6.5 $38.18 @$40.00
May 24, 2023 AC 6.6 $19.73 @$20.00
Feb. 1, 2023 AC 6.8 $24.12 @$25.00
Aug. 3, 2022 AC 7.2 $13.43 @$12.50
May 25, 2022 AC 6.7 $8.70 @$7.50

 
 
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