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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Consolidated Edison (ED) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 0.7
Avg Daily Volume: 2,171,721    Market Cap: 31.14B
Sector: None    Short Interest: 2.73
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 AC 0.8 $95.25 @$95.00 $3.12
($95.25)
3.28% 1.58% I 0.32% I $95.56 $2.45
( $95.56 )
-21.47%
Feb. 15, 2024 AC 0.8 $88.22 @$87.50 $3.92
($88.22)
4.48% -1.68% I -1.02% I $87.32 $3.17
( $87.32 )
-19.13%
Nov. 2, 2023 AC 0.8 $90.16 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 0.8 $90.33 @$90.00
May 4, 2023 AC 0.8 $98.52 @$97.50
Feb. 16, 2023 AC 0.9 $91.66 @$92.50
Nov. 3, 2022 AC 0.9 $88.73 @$87.50
Aug. 4, 2022 AC 0.9 $97.43 @$97.50
May 5, 2022 AC 1.0 $92.66 @$92.50
Feb. 17, 2022 AC 0.9 $81.45 @$82.50

 
 
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