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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vroom (VRM) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 6.8
Avg Daily Volume: 88,116    Market Cap: 21.86M
Sector: None    Short Interest: 19.87
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 7, 2023 AC 9.2 $1.08 @$1.00 $0.25
($1.08)
25.0% -25.92% O -25.92% O $0.80 $0.24
( $0.80 )
-4.0%
Aug. 8, 2023 AC 9.6 $1.97 @$2.00 $0.56
($1.97)
28.0% -32.99% O -30.45% O $1.37 $0.70
( $1.37 )
25.0%
May 9, 2023 AC 10.0 $0.92 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2023 AC 10.0 $1.06 @$1.00
Nov. 7, 2022 AC 10.0 $0.91 @$1.00
Aug. 8, 2022 AC 10.0 $2.46 @$2.50
May 9, 2022 AC 8.1 $1.08 @$1.00
Feb. 28, 2022 AC 6.5 $6.08 @$5.00
Nov. 9, 2021 AC 7.3 $19.38 @$20.00
Aug. 11, 2021 AC 7.3 $37.96 @$37.50

 
 
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