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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Financial Group Inc. (JEF) - NYSE Next Earnings Date: OS Estimate: June 25, 2024 AC
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 1.5
Avg Daily Volume: 971,184    Market Cap: 9.29B
Sector: None    Short Interest: 1.27
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 7.20%       Expires on: July 19, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
June 25, 2024 AC None $0.00 @$47.50 $3.35
($46.52)
7.2% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 27, 2024 AC 1.6 $46.13 @$45.00 $3.12
($46.13)
6.93% -4.46% I -4.4% I $44.10 $1.88
( $44.10 )
-39.74%
Jan. 8, 2024 AC 1.6 $40.69 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 27, 2023 AC 1.8 $36.24 @$35.00
June 27, 2023 AC 1.8 $31.94 @$32.50
March 28, 2023 AC 2.0 $30.20 @$30.00
Jan. 9, 2023 AC 2.0 $36.07 @$37.50
Sept. 28, 2022 AC 2.1 $29.73 @$30.00
June 27, 2022 AC 2.2 $27.96 @$27.50
March 28, 2022 BO 2.3 $32.35 @$32.50

 
 
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