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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Agilent Technologies (A) - NYSE Next Earnings Date: Estimated on May 21, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.3
Avg Daily Volume: 1,896,486    Market Cap: 43.22B
Sector: Healthcare    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 54 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
Feb. 27, 2024 AC 2.4 $132.55 @$135.00 $9.25
($132.55)
6.85% 5.52% I 3.36% I $137.01 $6.32
( $137.01 )
-31.68%
Nov. 20, 2023 AC 2.3 $113.98 @$115.00 $10.50
($113.98)
9.13% 9.38% O 8.72% I $123.92 $10.30
( $123.92 )
-1.9%
Aug. 15, 2023 AC 2.3 $125.65 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 23, 2023 AC 2.1 $128.64 @$130.00
Feb. 28, 2023 AC 2.1 $141.97 @$140.00
Nov. 21, 2022 AC 1.9 $145.14 @$145.00
Aug. 16, 2022 AC 1.7 $132.77 @$135.00
May 24, 2022 AC 1.8 $124.41 @$125.00
Feb. 22, 2022 AC 1.8 $130.49 @$130.00
Nov. 22, 2021 AC 1.9 $162.78 @$165.00

 
 
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