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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sol (SLGL) - NASDAQ Next Earnings Date: OS Estimate: Dec. 4, 2024 BO
OS Projected Window: Dec. 2, 2024 to Dec. 7, 2024
EVR: 2.7
Avg Daily Volume: 55,010    Market Cap: 31.55M
Sector: None    Short Interest: 0.17
Live Interactive Chart
Days to Next Earnings: 12 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. 15, 2024 BO 2.3 $0.50 @$2.50 $1.18
($0.50)
47.2% 13.99% I 4.0% I $0.52 $1.20
( $0.52 )
1.69%
Aug. 15, 2024 BO 2.3 $0.40 @$2.50 $1.20
($0.40)
48.0% 7.49% I 4.99% I $0.42 $2.10
( $0.42 )
75.0%
Aug. 12, 2024 BO 2.3 $0.37 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 BO 2.5 $0.37 @$2.50
May 17, 2024 BO 2.3 $0.74 @$2.50
March 13, 2024 BO 2.4 $1.05 @$2.50
Nov. 9, 2023 BO 2.4 $1.44 @$2.50
Aug. 10, 2023 BO 2.4 $3.16 @$2.50
May 12, 2023 BO 2.3 $3.30 @$2.50
March 10, 2023 BO 2.4 $3.80 @$5.00

 
 
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