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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
United States Steel Corporation (X) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.8
Avg Daily Volume: 3,267,522    Market Cap: 9.40B
Sector: Basic Materials    Short Interest: 9.08
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 AC 2.0 $37.05 @$37.00 $2.66
($37.05)
7.19% -2.15% I -1.56% I $36.47 $2.19
( $36.47 )
-17.67%
Feb. 1, 2024 AC 2.3 $46.63 @$46.50 $1.27
($46.63)
2.73% -1.67% I -1.67% I $45.85 $1.24
( $45.85 )
-2.36%
Oct. 26, 2023 AC 2.4 $32.57 @$32.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 2.5 $25.03 @$25.00
April 27, 2023 AC 2.7 $23.73 @$23.50
Feb. 2, 2023 AC 2.7 $29.23 @$29.00
Oct. 27, 2022 AC 2.9 $21.41 @$21.50
July 28, 2022 AC 2.9 $21.70 @$21.50
April 28, 2022 AC 3.1 $32.23 @$32.00
Jan. 27, 2022 AC 3.2 $18.59 @$18.50

 
 
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