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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AFLAC Incorporated (AFL) - NYSE Next Earnings Date: May 1, 2024 BO
EVR: 1.9
Avg Daily Volume: 2,384,064    Market Cap: 49.15B
Sector: Financial    Short Interest: 1.99
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 3.99%       Expires on: May 3, 2024
Implied Move Monthly: 5.96%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 @$80.00 $4.83
($80.98)
5.96% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 1.6 $84.34 @$84.00 $3.20
($84.34)
3.81% -10.97% O -9.65% O $76.20 $8.00
( $76.20 )
150.0%
Nov. 1, 2023 AC 1.6 $79.05 @$79.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 1.4 $72.11 @$72.00
April 26, 2023 AC 1.3 $65.39 @$65.00
Feb. 1, 2023 AC 1.2 $73.28 @$73.00
Oct. 31, 2022 AC 1.2 $65.11 @$65.00
Aug. 1, 2022 AC 1.1 $56.71 @$57.00
April 27, 2022 AC 0.9 $60.82 @$61.00
Feb. 2, 2022 AC 1.0 $63.69 @$64.00

 
 
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