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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Automatic Data Processing (ADP) - NASDAQ Next Earnings Date: May 1, 2024 BO
EVR: 2.1
Avg Daily Volume: 1,849,906    Market Cap: 99.45B
Sector: Technology    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 4.75%       Expires on: May 3, 2024
Implied Move Monthly: 5.48%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 1, 2024 BO None $0.00 @$247.50 $13.50
($246.31)
5.48% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 BO 2.0 $238.59 @$237.50 $12.00
($238.59)
5.05% 5.29% O 3.01% I $245.78 $11.10
( $245.78 )
-7.5%
Oct. 25, 2023 BO 1.9 $240.45 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.9 $240.48 @$240.00
April 26, 2023 BO 1.9 $211.69 @$212.50
Jan. 25, 2023 BO 1.9 $239.15 @$240.00
Oct. 26, 2022 BO 1.9 $237.76 @$237.50
July 27, 2022 BO 1.7 $217.91 @$217.50
April 27, 2022 BO 1.8 $222.28 @$222.50
Jan. 26, 2022 BO 1.6 $216.88 @$217.50

 
 
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