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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProPhase Labs (PRPH) - NASDAQ Next Earnings Date: OS Estimate: Dec. 18, 2024 BO
OS Projected Window: Dec. 16, 2024 to Dec. 21, 2024
EVR: 4.3
Avg Daily Volume: 201,202    Market Cap: 59.53M
Sector: Healthcare    Short Interest: 2.02
Live Interactive Chart
Days to Next Earnings: 26 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 13, 2024 BO 4.2 $0.74 @$2.50 $1.77
($0.74)
70.8% -10.81% I 4.05% I $0.77 $1.67
( $0.77 )
-5.65%
Nov. 7, 2024 BO 3.7 $1.94 @$2.50 $0.80
($1.94)
32.0% -29.89% I -26.28% I $1.43 $1.12
( $1.43 )
40.0%
May 9, 2024 BO 3.6 $5.39 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 15, 2024 BO 3.9 $4.86 @$5.00
Nov. 9, 2023 BO 3.9 $4.73 @$5.00
Aug. 10, 2023 BO 3.9 $6.98 @$7.50
May 11, 2023 BO 3.6 $8.52 @$7.50
March 28, 2023 BO 3.5 $8.16 @$7.50
Aug. 11, 2022 BO 3.0 $10.69 @$10.00
May 13, 2022 BO 3.1 $6.52 @$7.50

 
 
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