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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Analog Devices (ADI) - NASDAQ Next Earnings Date: OS Estimate: May 22, 2024 BO
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 1.7
Avg Daily Volume: 3,319,940    Market Cap: 98.09B
Sector: Technology    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 27 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
Feb. 21, 2024 BO 1.8 $189.40 @$190.00 $12.40
($189.40)
6.53% 2.58% I 2.28% I $193.72 $10.35
( $193.72 )
-16.53%
Nov. 21, 2023 BO 1.9 $183.82 @$185.00 $11.45
($183.82)
6.19% -2.38% I -1.39% I $181.25 $8.90
( $181.25 )
-22.27%
Aug. 23, 2023 BO 1.8 $176.66 @$177.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 24, 2023 BO 1.6 $187.92 @$187.50
Feb. 15, 2023 BO 1.5 $182.54 @$185.00
Nov. 22, 2022 BO 1.4 $159.24 @$160.00
Aug. 17, 2022 BO 1.3 $179.04 @$180.00
May 18, 2022 BO 1.4 $163.84 @$165.00
Feb. 16, 2022 BO 1.4 $162.04 @$160.00
Nov. 23, 2021 BO 1.4 $185.50 @$185.00

 
 
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