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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Protalix BioTherapeutics (PLX) - AMEX Next Earnings Date: OS Estimate: Jan. 1, 2025 BO
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 4.4
Avg Daily Volume: 358,493    Market Cap: 97.03M
Sector: Healthcare    Short Interest: 9.06
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 14, 2024 BO 4.4 $1.24 @$2.50 $0.75
($1.24)
30.0% 13.7% I 13.7% I $1.41 $0.78
( $1.41 )
4.0%
Nov. 4, 2024 BO 4.5 $1.25 @$1.00 $0.15
($1.25)
15.0% 8.8% I 2.4% I $1.28 $0.30
( $1.28 )
100.0%
Aug. 14, 2024 BO 3.9 $1.04 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2024 BO 3.6 $1.25 @$1.00
March 14, 2024 BO 3.4 $1.52 @$2.50
Nov. 6, 2023 BO 2.9 $1.85 @$2.00
Aug. 7, 2023 BO 2.5 $1.66 @$2.00
May 4, 2023 BO 2.5 $3.15 @$3.00
Feb. 27, 2023 BO 2.5 $1.82 @$2.00
Nov. 14, 2022 BO 2.5 $1.05 @$1.00

 
 
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