Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
STAAR Surgical Company (STAA) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 5.0
Avg Daily Volume: 586,110    Market Cap: 1.50B
Sector: Healthcare    Short Interest: 27.91
Live Interactive Chart
Days to Next Earnings: 74 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
May 7, 2024 AC 4.9 $46.65 @$47.50 $5.15
($46.65)
10.84% -15.45% O -12.06% O $41.02 $6.60
( $41.02 )
28.16%
Feb. 26, 2024 AC 4.9 $31.75 @$32.50 $5.22
($31.75)
16.06% 9.19% I 2.92% I $32.68 $3.38
( $32.68 )
-35.25%
Nov. 1, 2023 AC 4.7 $43.32 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 4.6 $52.30 @$52.50
May 3, 2023 AC 4.6 $70.09 @$70.00
Feb. 21, 2023 AC 4.5 $67.53 @$70.00
Aug. 10, 2022 AC 4.4 $87.44 @$85.00
May 4, 2022 AC 4.5 $63.86 @$65.00
Feb. 23, 2022 AC 4.1 $62.99 @$65.00
Nov. 3, 2021 AC 4.6 $120.36 @$120.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US