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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Steven Madden (SHOO) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.0
Avg Daily Volume: 746,189    Market Cap: 3.08B
Sector: Consumer Goods    Short Interest: 5.93
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 BO 2.1 $44.23 @$45.00 $1.70
($44.23)
3.78% 4.04% O 3.09% I $45.60 $3.37
( $45.60 )
98.24%
July 31, 2024 BO 2.1 $44.46 @$45.00 $4.15
($44.46)
9.22% 6.25% I 1.97% I $45.34 $2.75
( $45.34 )
-33.73%
May 1, 2024 BO 2.1 $40.41 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 2.1 $43.63 @$45.00
Nov. 8, 2023 BO 2.2 $33.98 @$35.00
Aug. 2, 2023 BO 2.2 $33.03 @$35.00
May 9, 2023 BO 2.2 $32.76 @$35.00
Feb. 23, 2023 BO 2.3 $33.56 @$35.00
Nov. 2, 2022 BO 2.5 $29.82 @$30.00
July 27, 2022 BO 2.5 $33.49 @$35.00

 
 
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