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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DuPont de Nemours (DD) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.2
Avg Daily Volume: 2,237,087    Market Cap: 32.02B
Sector: Basic Materials    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 1, 2024 BO 2.1 $72.50 @$72.50 $4.45
($72.50)
6.14% 9.22% O 8.01% O $78.31 $6.80
( $78.31 )
52.81%
Feb. 6, 2024 BO 1.9 $61.21 @$61.00 $3.20
($61.21)
5.25% 7.85% O 7.4% O $65.74 $5.58
( $65.74 )
74.38%
Nov. 1, 2023 BO 1.7 $72.88 @$73.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.9 $77.04 @$77.00
May 2, 2023 BO 1.9 $69.38 @$69.00
Feb. 7, 2023 BO 1.7 $72.36 @$72.50
Aug. 2, 2022 BO 1.7 $60.20 @$60.00
May 3, 2022 BO 1.8 $65.90 @$66.00
Feb. 8, 2022 BO 1.7 $75.37 @$75.00
Nov. 2, 2021 BO 1.5 $71.23 @$71.00

 
 
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