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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wayfair Inc. (W) - NYSE Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 5.4
Avg Daily Volume: 5,571,650    Market Cap: 7.62B
Sector: Services    Short Interest: 37.12
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 1, 2024 BO 5.6 $42.83 @$43.00 $7.65
($42.83)
17.79% -9.01% I -6.25% I $40.15 $6.43
( $40.15 )
-15.95%
Aug. 1, 2024 BO 6.0 $54.43 @$54.00 $8.32
($54.43)
15.41% -11.29% I -8.12% I $50.01 $6.40
( $50.01 )
-23.08%
May 2, 2024 BO 6.0 $50.53 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 BO 6.0 $48.78 @$49.00
Nov. 1, 2023 BO 6.1 $42.61 @$42.50
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

 
 
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