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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Nova Scotia Halifax Pfd 3 (BNS) - NYSE Next Earnings Date: OS Estimate: Aug. 20, 2024 BO
OS Projected Window: Aug. 19, 2024 to Aug. 24, 2024
EVR: 1.2
Avg Daily Volume: 1,819,426    Market Cap: 58.71B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 28, 2024 BO 1.3 $47.78 @$50.00 $2.68
($47.78)
5.36% 1.4% I -0.23% I $47.67 $2.78
( $47.67 )
3.73%
Feb. 27, 2024 BO 1.2 $47.29 @$45.00 $2.92
($47.29)
6.49% 4.25% I 2.96% I $48.69 $3.90
( $48.69 )
33.56%
Nov. 28, 2023 BO 1.2 $44.22 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 29, 2023 BO 1.1 $46.19 @$45.00
May 24, 2023 BO 1.3 $49.19 @$50.00
Feb. 28, 2023 BO 1.1 $52.70 @$55.00
Nov. 29, 2022 BO 1.0 $52.87 @$55.00
Aug. 23, 2022 BO 1.0 $61.84 @$60.00
May 25, 2022 BO 0.9 $63.59 @$65.00
March 1, 2022 BO 1.0 $72.34 @$70.00

 
 
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