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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
2seventy bio (TSVT) - NASDAQ Next Earnings Date: OS Estimate: March 12, 2025 BO
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 4.1
Avg Daily Volume: 320,398    Market Cap: 242.19M
Sector: None    Short Interest: 11.61
Live Interactive Chart
Days to Next Earnings: 110 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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. 12, 2024 BO 4.1 $4.60 @$5.00 $0.50
($4.60)
10.0% -8.04% I -6.95% I $4.28 $0.77
( $4.28 )
54.0%
Aug. 7, 2024 BO 3.7 $4.02 @$5.00 $0.85
($4.02)
17.0% 21.89% O 8.2% I $4.35 $0.85
( $4.35 )
0.0%
May 8, 2024 BO 3.6 $4.96 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2024 BO 3.7 $5.42 @$5.00
Nov. 14, 2023 BO 3.1 $2.26 @$2.50
Aug. 14, 2023 BO 3.2 $5.95 @$5.00
May 3, 2023 AC 2.3 $10.05 @$10.00
March 16, 2023 AC 2.7 $9.82 @$10.00
May 12, 2022 BO 0.0 $10.91 @$10.00

 
 
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