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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New York Mortgage Trust (NYMT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.5
Avg Daily Volume: 842,661    Market Cap: 637.63M
Sector: Financial    Short Interest: 2.83
Live Interactive Chart
Days to Next Earnings: 89 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. 30, 2024 AC 2.4 $5.60 @$5.00 $0.38
($5.60)
7.6% 9.64% O 3.03% I $5.77 $0.82
( $5.77 )
115.79%
July 31, 2024 AC 2.3 $6.48 @$7.50 $0.90
($6.48)
12.0% -4.47% I -2.0% I $6.35 $1.15
( $6.35 )
27.78%
May 1, 2024 AC 1.8 $7.02 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 1.8 $7.39 @$7.50
Nov. 1, 2023 AC 1.6 $7.93 @$7.50
Aug. 2, 2023 AC 1.4 $10.04 @$10.00
May 3, 2023 AC 1.6 $9.60 @$10.00
Feb. 22, 2023 AC 1.4 $2.85 @$2.50
Nov. 2, 2022 AC 1.4 $2.60 @$2.50
Aug. 2, 2022 AC 1.5 $3.11 @$2.50

 
 
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