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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verisk Analytics (VRSK) - NASDAQ Next Earnings Date: OS Estimate: Feb. 18, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.3
Avg Daily Volume: 620,855    Market Cap: 35.11B
Sector: Services    Short Interest: 1.32
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 30, 2024 BO 2.2 $263.65 @$260.00 $15.40
($263.65)
5.92% 6.2% O 4.54% I $275.63 $17.80
( $275.63 )
15.58%
July 31, 2024 BO 2.1 $285.99 @$290.00 $14.35
($285.99)
4.95% -9.04% O -8.47% O $261.75 $28.65
( $261.75 )
99.65%
May 1, 2024 BO 2.1 $217.96 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 BO 2.1 $248.51 @$250.00
Nov. 1, 2023 BO 2.1 $227.36 @$230.00
Aug. 2, 2023 BO 2.2 $229.22 @$230.00
May 3, 2023 BO 2.0 $188.98 @$190.00
Feb. 28, 2023 AC 1.9 $171.11 @$170.00
Nov. 1, 2022 AC 1.7 $181.47 @$180.00
Aug. 2, 2022 AC 1.7 $188.98 @$190.00

 
 
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