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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Trex Company (TREX) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.7
Avg Daily Volume: 1,431,782    Market Cap: 10.28B
Sector: Industrial Goods    Short Interest: 6.23
Live Interactive Chart
Days to Next Earnings: 94 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Oct. 28, 2024 AC 4.0 $66.51 @$67.50 $8.55
($66.51)
12.67% 6.79% I 6.19% I $70.63 $5.78
( $70.63 )
-32.4%
Aug. 6, 2024 AC 3.5 $76.56 @$75.00 $7.65
($76.56)
10.2% -23.35% O -21.53% O $60.07 $15.93
( $60.07 )
108.24%
May 9, 2024 AC 3.4 $93.41 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 AC 3.5 $94.86 @$95.00
Oct. 30, 2023 AC 3.6 $55.30 @$55.00
July 31, 2023 AC 3.6 $69.14 @$70.00
May 8, 2023 AC 3.7 $56.30 @$55.00
Feb. 27, 2023 AC 3.8 $51.40 @$50.00
Oct. 31, 2022 AC 3.8 $48.09 @$50.00
Aug. 8, 2022 AC 3.7 $63.83 @$65.00

 
 
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