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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wabash National Corporation (WNC) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.1
Avg Daily Volume: 621,745    Market Cap: 1.21B
Sector: Consumer Goods    Short Interest: 22.18
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 24, 2024 BO 3.0 $17.06 @$17.50 $2.40
($17.06)
13.71% -6.56% I -0.93% I $16.90 $1.90
( $16.90 )
-20.83%
July 24, 2024 BO 3.0 $22.55 @$22.50 $3.08
($22.55)
13.69% -11.3% I -9.49% I $20.41 $4.00
( $20.41 )
29.87%
April 24, 2024 BO 3.1 $25.75 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 2.8 $25.30 @$25.00
Oct. 25, 2023 BO 3.2 $20.70 @$20.00
July 26, 2023 BO 3.4 $24.74 @$25.00
April 26, 2023 BO 3.0 $22.18 @$22.50
Feb. 2, 2023 BO 2.8 $26.18 @$25.00
July 27, 2022 BO 2.9 $16.03 @$15.00
April 27, 2022 BO 2.8 $13.83 @$15.00

 
 
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