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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Two Harbors Investment Corp (TWO) - NYSE Next Earnings Date: Estimated on April 28, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 2.1
Avg Daily Volume: 1,224,056    Market Cap: 1.3B
Sector: None    Short Interest: 3.25
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 7.55%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
April 28, 2025 AC None $0.00 @$13.00 $1.00
($13.25)
7.55% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2025 AC 2.2 $11.77 @$12.00 $0.62
($11.77)
5.17% 7.05% O 6.71% O $12.56 $0.73
( $12.56 )
17.74%
Oct. 28, 2024 AC 2.1 $12.81 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 AC 2.1 $13.78 @$14.00
April 29, 2024 AC 2.3 $12.59 @$13.00
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

 
 
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