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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Phillips 66 (PSX) - NYSE Next Earnings Date: OS Estimate: Aug. 2, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.3
Avg Daily Volume: 2,234,112    Market Cap: 61.69B
Sector: Basic Materials    Short Interest: 2.47
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 26, 2024 BO 1.3 $157.24 @$157.50 $9.70
($157.24)
6.16% -4.89% I -3.7% I $151.41 $9.98
( $151.41 )
2.89%
Jan. 31, 2024 BO 1.4 $142.41 @$142.00 $7.25
($142.41)
5.11% 3.7% I 1.33% I $144.31 $6.77
( $144.31 )
-6.62%
Oct. 27, 2023 BO 1.4 $110.10 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.4 $112.11 @$112.00
May 3, 2023 BO 1.5 $94.73 @$95.00
Jan. 31, 2023 BO 1.4 $106.42 @$106.00
Nov. 1, 2022 BO 1.4 $104.29 @$104.00
July 29, 2022 BO 1.4 $88.01 @$88.00
April 29, 2022 BO 1.5 $87.21 @$87.00
Jan. 28, 2022 BO 1.4 $85.82 @$86.00

 
 
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