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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICON plc (ICLR) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.2
Avg Daily Volume: 528,772    Market Cap: 27.41B
Sector: Healthcare    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 69 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
April 25, 2024 BO 2.2 $309.44 @$310.00 $24.40
($309.44)
7.87% -4.13% I -3.02% I $300.08 $18.85
( $300.08 )
-22.75%
Feb. 21, 2024 AC 1.8 $284.70 @$280.00 $22.90
($284.70)
8.18% 13.73% O 10.07% O $313.37 $36.40
( $313.37 )
58.95%
Oct. 25, 2023 AC 1.7 $225.28 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 1.7 $253.10 @$250.00
April 26, 2023 AC 1.6 $200.88 @$200.00
Feb. 22, 2023 AC 1.6 $221.71 @$220.00
Nov. 2, 2022 AC 1.5 $192.92 @$195.00
July 27, 2022 AC 1.5 $231.79 @$230.00
April 27, 2022 AC 1.4 $215.16 @$220.00
Feb. 21, 2022 AC 1.4 $226.84 @$230.00

 
 
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