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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abbott Laboratories (ABT) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.6
Avg Daily Volume: 5,841,477    Market Cap: 200.40B
Sector: Healthcare    Short Interest: 0.86
Live Interactive Chart
Days to Next Earnings: 78 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
April 17, 2024 BO 1.6 $109.21 @$110.00 $6.55
($109.21)
5.95% -4.54% I -3.03% I $105.90 $5.80
( $105.90 )
-11.45%
Jan. 24, 2024 BO 1.6 $114.00 @$114.00 $5.06
($114.00)
4.44% -3.73% I -2.83% I $110.77 $4.03
( $110.77 )
-20.36%
Oct. 18, 2023 BO 1.6 $92.14 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO 1.5 $107.28 @$105.00
April 19, 2023 BO 1.4 $104.15 @$105.00
Jan. 25, 2023 BO 1.4 $112.53 @$113.00
Oct. 19, 2022 BO 1.2 $104.98 @$105.00
July 20, 2022 BO 1.3 $109.93 @$110.00
April 20, 2022 BO 1.3 $119.98 @$120.00
Jan. 26, 2022 BO 1.3 $123.27 @$123.00

 
 
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