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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Peabody Energy Corporation (BTU) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.5
Avg Daily Volume: 3,324,988    Market Cap: 3.49B
Sector: Basic Materials    Short Interest: 16.13
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 2, 2024 BO 3.9 $21.44 @$21.50 $1.45
($21.44)
6.74% 6.62% I 0.46% I $21.54 $1.11
( $21.54 )
-23.45%
Feb. 8, 2024 BO 4.3 $25.93 @$26.00 $1.77
($25.93)
6.81% -6.24% I 0.19% I $25.98 $1.04
( $25.98 )
-41.24%
Oct. 26, 2023 BO 4.6 $24.67 @$24.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 5.1 $22.42 @$22.50
April 27, 2023 BO 5.6 $23.41 @$23.50
Feb. 14, 2023 BO 6.0 $26.34 @$26.00
Nov. 3, 2022 BO 5.8 $23.22 @$23.00
July 28, 2022 BO 6.0 $22.81 @$23.00
April 28, 2022 BO 5.9 $26.50 @$26.00
Feb. 10, 2022 BO 5.8 $13.59 @$14.00

 
 
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