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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Johnson & Johnson (JNJ) - NYSE Next Earnings Date: OS Estimate: July 16, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.2
Avg Daily Volume: 7,667,129    Market Cap: 355.49B
Sector: Healthcare    Short Interest: 0.66
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 16, 2024 BO 1.2 $147.59 @$150.00 $7.10
($147.59)
4.73% -2.84% I -2.12% I $144.45 $7.74
( $144.45 )
9.01%
Jan. 23, 2024 BO 1.2 $162.47 @$162.50 $6.25
($162.47)
3.85% -3.42% I -1.63% I $159.81 $5.38
( $159.81 )
-13.92%
Oct. 17, 2023 BO 1.2 $157.53 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO 1.1 $158.74 @$160.00
April 18, 2023 BO 1.1 $165.67 @$165.00
Jan. 24, 2023 BO 1.0 $168.31 @$167.50
Oct. 18, 2022 BO 1.0 $166.59 @$165.00
July 19, 2022 BO 1.1 $174.23 @$175.00
April 19, 2022 BO 1.0 $177.66 @$177.50
Jan. 25, 2022 BO 1.0 $162.97 @$162.50

 
 
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