Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Autoliv (ALV) - NYSE Next Earnings Date: OS Estimate: July 19, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.6
Avg Daily Volume: 524,332    Market Cap: 9.92B
Sector: Consumer Goods    Short Interest: 2.21
Live Interactive Chart
Days to Next Earnings: 62 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
April 26, 2024 BO 2.5 $115.85 @$115.00 $8.27
($115.85)
7.19% 8.68% O 5.55% I $122.29 $10.35
( $122.29 )
25.15%
Jan. 26, 2024 BO 2.4 $103.61 @$105.00 $6.85
($103.61)
6.52% 6.82% O 2.84% I $106.56 $5.55
( $106.56 )
-18.98%
Oct. 20, 2023 BO 2.2 $90.17 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 21, 2023 BO 2.1 $93.27 @$95.00
April 21, 2023 BO 2.0 $91.93 @$90.00
Jan. 27, 2023 BO 1.8 $84.93 @$85.00
Oct. 21, 2022 BO 1.7 $73.67 @$75.00
July 22, 2022 BO 1.9 $81.43 @$80.00
April 22, 2022 BO 1.8 $77.56 @$80.00
Jan. 28, 2022 BO 1.8 $95.92 @$95.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US