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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AbbVie Inc. (ABBV) - NYSE Next Earnings Date: OS Estimate: July 26, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.2
Avg Daily Volume: 5,156,189    Market Cap: 314.59B
Sector: Healthcare    Short Interest: 0.78
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 26, 2024 BO 2.1 $167.29 @$167.50 $9.15
($167.29)
5.46% -5.76% O -4.58% I $159.62 $9.03
( $159.62 )
-1.31%
Feb. 2, 2024 BO 2.2 $167.59 @$167.50 $7.07
($167.59)
4.22% 3.13% I 0.64% I $168.67 $4.58
( $168.67 )
-35.22%
Oct. 27, 2023 BO 2.1 $145.20 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 2.1 $141.90 @$142.00
April 27, 2023 BO 1.8 $161.80 @$162.50
Feb. 9, 2023 BO 1.8 $144.61 @$145.00
Oct. 28, 2022 BO 1.7 $153.50 @$152.50
July 29, 2022 BO 1.5 $149.75 @$150.00
April 29, 2022 BO 1.2 $156.31 @$157.50
Feb. 2, 2022 BO 1.3 $137.00 @$137.00

 
 
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