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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wayfair Inc. (W) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 6.0
Avg Daily Volume: 4,948,701    Market Cap: 7.62B
Sector: Services    Short Interest: 37.12
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
May 2, 2024 BO 6.0 $50.53 @$51.00 $8.68
($50.53)
17.02% 18.74% O 16.04% I $58.64 $8.72
( $58.64 )
0.46%
Feb. 22, 2024 BO 6.0 $48.78 @$49.00 $9.82
($48.78)
20.04% 12.54% I 10.78% I $54.04 $8.66
( $54.04 )
-11.81%
Nov. 1, 2023 BO 6.1 $42.61 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 5.8 $72.89 @$73.00
May 4, 2023 BO 5.9 $31.29 @$31.50
Feb. 23, 2023 BO 5.2 $49.81 @$50.00
Nov. 3, 2022 BO 5.3 $35.60 @$35.50
Aug. 4, 2022 BO 5.5 $64.44 @$64.00
May 5, 2022 BO 5.1 $90.76 @$90.00
Feb. 24, 2022 BO 5.2 $121.32 @$121.00

 
 
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