Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kemper Corporation (KMPR) - NYSE Next Earnings Date: Estimate: Aug. 5, 2024 AC
EVR: 3.3
Avg Daily Volume: 391,965    Market Cap: 3.69B
Sector: Financial    Short Interest: 2.34
Live Interactive Chart
Days to Next Earnings: 63 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Feb. 1, 2024 AC 3.4 $60.55 @$60.00 $5.45
($60.55)
9.08% -6.44% I -5.31% I $57.33 $4.30
( $57.33 )
-21.1%
Oct. 30, 2023 AC 3.5 $42.16 @$40.00 $5.03
($42.16)
12.57% -5.59% I -5.4% I $39.88 $3.27
( $39.88 )
-34.99%
Aug. 7, 2023 AC 3.5 $51.52 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2023 AC 3.5 $46.72 @$45.00
Feb. 2, 2023 AC 3.3 $56.61 @$55.00
Aug. 1, 2022 AC 3.3 $46.37 @$45.00
May 2, 2022 AC 3.0 $47.09 @$45.00
Jan. 31, 2022 AC 2.6 $59.98 @$60.00
Oct. 28, 2021 AC 2.5 $70.56 @$70.00
July 29, 2021 AC 2.2 $68.48 @$70.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US