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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sunrun Inc. (RUN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 5.2
Avg Daily Volume: 11,172,288    Market Cap: 2.80B
Sector: None    Short Interest: 23.83
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 5.1 $11.60 @$11.50 $1.78
($11.60)
15.48% -16.37% O -11.81% I $10.23 $1.41
( $10.23 )
-20.79%
Aug. 6, 2024 AC 4.8 $16.49 @$16.50 $2.46
($16.49)
14.91% 19.64% O 11.03% I $18.31 $2.48
( $18.31 )
0.81%
May 8, 2024 AC 4.9 $11.51 @$11.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 4.8 $15.58 @$15.50
Nov. 1, 2023 AC 4.6 $9.49 @$9.50
Aug. 2, 2023 AC 4.1 $17.84 @$18.00
May 3, 2023 AC 3.7 $20.05 @$20.00
Feb. 22, 2023 AC 3.8 $24.08 @$24.00
Nov. 2, 2022 AC 3.4 $21.66 @$22.50
Aug. 3, 2022 AC 3.4 $30.74 @$30.00

 
 
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