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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertex (VERX) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 5.3
Avg Daily Volume: 854,982    Market Cap: 5.13B
Sector: None    Short Interest: 5.48
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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. 6, 2024 BO 5.2 $43.71 @$45.00 $4.67
($43.71)
10.38% 14.18% O 13.84% O $49.76 $6.50
( $49.76 )
39.19%
Aug. 1, 2024 AC 5.3 $38.09 @$40.00 $4.80
($38.09)
12.0% -5.09% I -2.44% I $37.16 $5.30
( $37.16 )
10.42%
May 8, 2024 BO 5.7 $30.15 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 4.7 $25.40 @$25.00
Nov. 9, 2023 BO 4.1 $22.40 @$22.50
Aug. 9, 2023 BO 3.8 $17.77 @$17.50
May 10, 2023 BO 3.7 $20.98 @$20.00
March 8, 2023 BO 2.5 $15.01 @$15.00
Aug. 9, 2022 BO 2.1 $12.68 @$12.50
May 10, 2022 BO 1.7 $12.53 @$12.50

 
 
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