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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Southern Company (SO) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 0.9
Avg Daily Volume: 4,832,852    Market Cap: 77.57B
Sector: Utilities    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 2, 2024 BO 0.9 $74.52 @$75.00 $2.65
($74.52)
3.53% 1.87% I 1.08% I $75.33 $2.38
( $75.33 )
-10.19%
Feb. 15, 2024 BO 0.8 $67.81 @$67.50 $2.70
($67.81)
4.0% -2.55% I -1.44% I $66.83 $2.77
( $66.83 )
2.59%
Nov. 2, 2023 BO 0.8 $68.43 @$68.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 0.8 $70.97 @$71.00
April 27, 2023 BO 0.8 $72.59 @$72.50
Feb. 16, 2023 BO 0.8 $66.77 @$67.50
Oct. 27, 2022 BO 0.8 $65.64 @$66.00
July 28, 2022 BO 0.7 $73.26 @$73.00
April 28, 2022 BO 0.7 $73.48 @$73.00
Feb. 17, 2022 BO 0.7 $64.87 @$65.00

 
 
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