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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SecureWorks Corp. (SCWX) - NASDAQ Next Earnings Date: OS Estimate: June 5, 2025 BO
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 3.6
Avg Daily Volume: 200,859    Market Cap: 755.9M
Sector: None    Short Interest: 0.15
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Dec. 4, 2024 BO 4.2 $8.46 @$7.50 $2.73
($8.46)
36.4% 0.59% I 0.11% I $8.47 $2.80
( $8.47 )
2.56%
June 6, 2024 BO 3.8 $5.85 @$5.00 $1.05
($5.85)
21.0% 23.07% O 16.41% I $6.81 $3.20
( $6.81 )
204.76%
March 14, 2024 BO 3.9 $6.01 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 7, 2023 BO 4.0 $5.86 @$5.00
Sept. 7, 2023 BO 4.1 $6.79 @$7.50
June 8, 2023 BO 4.1 $8.01 @$7.50
March 23, 2023 BO 4.2 $8.06 @$7.50
Dec. 1, 2022 BO 4.7 $7.18 @$7.50
Sept. 1, 2022 BO 4.9 $10.40 @$10.00
June 2, 2022 BO 4.9 $11.63 @$12.50

 
 
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