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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
GraniteShares 1.25x Long TSLA Daily ETF (TSL) - NASDAQ Next Earnings Date: OS Estimate: May 26, 2025 BO
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 2.4
Avg Daily Volume: 665,063    Market Cap: 17.0M
Sector: Technology    Short Interest: 6.33
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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. 23, 2016 BO 2.8 $10.31 @$10.00 $0.82
($10.31)
8.2% 0.67% I 0.09% I $10.32 $0.66
( $10.32 )
-19.51%
Aug. 23, 2016 BO 3.5 $10.53 @$11.00 $0.65
($10.53)
5.91% 1.13% I 0.09% I $10.54 $0.47
( $10.54 )
-27.69%
May 26, 2016 BO 3.9 $8.85 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2016 BO 4.1 $10.43 @$10.00
Nov. 23, 2015 BO 4.2 $9.69 @$10.00
Aug. 18, 2015 BO 4.6 $10.18 @$10.00
May 21, 2015 BO 4.3 $11.06 @$11.00
March 4, 2015 BO 4.5 $11.08 @$11.00
Nov. 24, 2014 BO 4.6 $10.93 @$11.00
Aug. 26, 2014 BO 4.6 $13.37 @$13.00

 
 
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