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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cloudflare (NET) - NYSE Next Earnings Date: OS Estimate: Feb. 13, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 5.9
Avg Daily Volume: 2,944,275    Market Cap: 32.47B
Sector: None    Short Interest: 4.25
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 6.2 $95.66 @$96.00 $11.97
($95.66)
12.47% -8.8% I -4.61% I $91.25 $5.58
( $91.25 )
-53.38%
Aug. 1, 2024 AC 6.6 $74.40 @$74.00 $11.22
($74.40)
15.16% 8.5% I 6.8% I $79.46 $7.92
( $79.46 )
-29.41%
May 2, 2024 AC 6.3 $88.97 @$89.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 AC 5.7 $90.31 @$90.00
Nov. 2, 2023 AC 6.0 $56.58 @$57.00
Aug. 3, 2023 AC 5.9 $65.04 @$65.00
April 27, 2023 AC 5.3 $59.58 @$60.00
Feb. 9, 2023 AC 5.3 $58.17 @$58.00
Nov. 3, 2022 AC 4.7 $50.37 @$50.00
Aug. 4, 2022 AC 4.1 $58.43 @$58.00

 
 
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