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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Seadrill Limited (SDRL) - NYSE Next Earnings Date: Estimated on May 14, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 4.3
Avg Daily Volume: 525,770    Market Cap: 3.59B
Sector: Basic Materials    Short Interest: 6.76
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Weekly: 7.71%       Expires on: May 17, 2024
Implied Move Monthly: 12.96%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
May 14, 2024 AC None $0.00 @$50.00 $6.25
($48.22)
12.96% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 AC 5.1 $42.29 @$40.00 $3.90
($42.29)
9.75% -5.76% I -0.21% I $42.20 $3.35
( $42.20 )
-14.1%
Nov. 27, 2023 AC 5.5 $42.57 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 15, 2023 AC None $49.01 @$50.00
June 2, 2020 BO 5.2 $0.46 @$2.50
Nov. 21, 2019 BO 4.6 $1.22 @$2.50
May 23, 2019 BO 3.3 $7.03 @$7.50
Feb. 26, 2019 BO 3.9 $8.85 @$10.00
Nov. 27, 2018 BO 4.1 $14.40 @$15.00
April 16, 2018 BO 4.5 $0.22 @$0.50

 
 
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