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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Oriental Education & Technology Group (EDU) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 4.0
Avg Daily Volume: 2,074,951    Market Cap: 15.22B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 24, 2024 BO 3.6 $89.59 @$90.00 $10.50
($89.59)
11.67% -19.1% O -13.96% O $77.08 $14.45
( $77.08 )
37.62%
Jan. 24, 2024 BO 3.8 $71.99 @$72.00 $9.35
($71.99)
12.99% 11.54% I 5.79% I $76.16 $8.39
( $76.16 )
-10.27%
Oct. 25, 2023 BO 3.9 $62.80 @$63.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 4.0 $49.87 @$50.00
April 19, 2023 BO 3.7 $39.18 @$40.00
Jan. 17, 2023 BO 3.5 $42.64 @$45.00
Oct. 26, 2022 BO 2.6 $21.06 @$21.00
July 27, 2022 BO 2.5 $24.05 @$24.00
April 26, 2022 BO 2.6 $10.40 @$10.50
Feb. 15, 2022 AC 2.9 $1.64 @$1.50

 
 
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