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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AstraZeneca PLC (AZN) - NASDAQ Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.6
Avg Daily Volume: 6,161,395    Market Cap: 211.02B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 83 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 25, 2024 BO 1.6 $71.20 @$71.00 $3.87
($71.20)
5.45% 6.47% O 5.37% I $75.03 $4.79
( $75.03 )
23.77%
Feb. 8, 2024 BO 1.5 $66.55 @$67.00 $2.91
($66.55)
4.34% -7.28% O -4.55% O $63.52 $3.53
( $63.52 )
21.31%
Nov. 9, 2023 BO 1.5 $63.53 @$64.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 1.4 $68.14 @$68.00
April 27, 2023 BO 1.4 $73.65 @$74.00
Feb. 9, 2023 BO 1.4 $64.36 @$64.00
Nov. 10, 2022 BO 1.2 $61.05 @$61.00
July 29, 2022 BO 1.4 $66.72 @$67.00
April 29, 2022 BO 1.4 $67.22 @$67.00
Feb. 10, 2022 BO 1.5 $57.20 @$57.00

 
 
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