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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tesla (TSLA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 27, 2024 AC
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 4.6
Avg Daily Volume: 102,097,610    Market Cap: 557.72B
Sector: Consumer Goods    Short Interest: 3.69
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 23, 2024 AC 4.0 $213.65 @$212.50 $27.53
($213.65)
12.96% 22.68% O 21.91% O $260.48 $51.56
( $260.48 )
87.29%
July 23, 2024 AC 3.8 $246.38 @$245.00 $32.67
($246.38)
13.33% -12.85% I -12.33% I $215.99 $32.73
( $215.99 )
0.18%
April 23, 2024 AC 3.6 $144.68 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 3.3 $207.83 @$207.50
Oct. 18, 2023 AC 3.2 $242.68 @$245.00
July 19, 2023 AC 3.1 $291.26 @$290.00
April 19, 2023 AC 3.0 $180.59 @$180.00
Jan. 25, 2023 AC 2.8 $144.43 @$144.00
Oct. 19, 2022 AC 2.9 $222.04 @$223.33
July 20, 2022 AC 2.9 $742.50 @$740.00

 
 
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