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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: OS Estimate: July 27, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.3
Avg Daily Volume: 4,999,837    Market Cap: 91.42B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 27, 2024 AC None $26.53 @$27.00 $1.23
($26.53)
4.64% 4.78% O 3.54% I $27.47 $0.00
( N/A )
None%
Jan. 20, 2024 AC 1.3 $23.88 @$24.00 $1.55
($23.88)
6.49% 4.22% I 2.47% I $24.47 $0.00
( N/A )
None%
Oct. 21, 2023 AC 1.4 $22.26 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2023 AC 1.7 $24.47 @$24.00
April 22, 2023 AC 1.9 $21.99 @$22.00
Oct. 22, 2022 AC 1.8 $22.01 @$22.00
July 23, 2022 AC 2.1 $20.08 @$20.00
April 23, 2022 AC 2.2 $18.87 @$19.00
Jan. 22, 2022 AC 2.3 $21.03 @$21.00
Oct. 23, 2021 AC 2.1 $19.90 @$20.00

 
 
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