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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.5
Avg Daily Volume: 7,281,450    Market Cap: 26.09B
Sector: Technology    Short Interest: 7.05
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 29, 2024 BO 3.6 $68.06 @$68.00 $7.75
($68.06)
11.4% 4.96% I 4.05% I $70.82 $5.75
( $70.82 )
-25.81%
Feb. 5, 2024 BO 3.5 $70.83 @$71.00 $7.53
($70.83)
10.61% 11.18% O 9.54% I $77.59 $7.78
( $77.59 )
3.32%
Oct. 30, 2023 BO 3.0 $83.52 @$84.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 BO 3.0 $105.09 @$105.00
May 1, 2023 BO 3.1 $71.96 @$72.00
Feb. 6, 2023 BO 3.3 $80.89 @$81.00
Oct. 31, 2022 BO 3.5 $67.48 @$67.00
Aug. 1, 2022 BO 3.5 $66.78 @$67.00
May 2, 2022 BO 3.5 $52.11 @$52.00
Feb. 7, 2022 BO 3.4 $57.42 @$57.00

 
 
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