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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Two Harbors Investment Corp (TWO) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.2
Avg Daily Volume: 1,275,568    Market Cap: 1.32B
Sector: None    Short Interest: 3.33
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 2.1 $12.81 @$13.00 $0.77
($12.81)
5.92% -6.71% O -6.55% O $11.97 $1.00
( $11.97 )
29.87%
July 30, 2024 AC 2.1 $13.78 @$14.00 $0.78
($13.78)
5.57% -2.61% I -2.24% I $13.47 $0.60
( $13.47 )
-23.08%
April 29, 2024 AC 2.3 $12.59 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2024 AC 2.3 $13.65 @$14.00
Oct. 30, 2023 AC 1.7 $10.05 @$10.00
July 31, 2023 AC 1.8 $13.41 @$13.00
May 1, 2023 AC 1.6 $13.73 @$14.00
Feb. 8, 2023 AC 1.6 $17.21 @$17.00
Nov. 8, 2022 AC 1.5 $14.50 @$14.00
Aug. 3, 2022 AC 1.7 $5.27 @$5.00

 
 
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