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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Trevena (TRVN) - NASDAQ Next Earnings Date: OS Estimate: Jan. 15, 2025 BO
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 6.4
Avg Daily Volume: 6,299    Market Cap: 10.52M
Sector: Healthcare    Short Interest: 0.21
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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. 14, 2023 BO 7.2 $0.60 @$2.50 $1.93
($0.60)
77.2% -6.66% I -1.66% I $0.59 $1.97
( $0.59 )
2.07%
Aug. 14, 2023 BO 7.6 $0.87 @$2.50 $1.62
($0.88)
64.8% 8.04% I 6.89% I $0.93 $0.95
( $0.93 )
-41.36%
May 15, 2023 BO 7.8 $1.35 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 30, 2023 BO 8.2 $0.73 @$2.50
Aug. 11, 2022 BO 7.5 $0.24 @$2.50
May 11, 2022 BO 6.4 $0.29 @$2.50
March 31, 2022 BO 6.0 $0.44 @$2.50
Nov. 15, 2021 BO 5.4 $0.94 @$1.00
Aug. 12, 2021 BO 5.1 $1.40 @$1.50
May 6, 2021 BO 5.4 $1.77 @$2.00

 
 
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