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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegion plc (ALLE) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.9
Avg Daily Volume: 552,480    Market Cap: 11.79B
Sector: None    Short Interest: 2.92
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 25, 2024 BO None $126.54 @$125.00 $7.47
($126.54)
5.98% -2.67% I -1.31% I $124.87 $6.85
( $124.87 )
-8.3%
Feb. 20, 2024 BO 2.1 $132.42 @$130.00 $10.00
($132.42)
7.69% 3.39% I -0.27% I $132.06 $7.75
( $132.06 )
-22.5%
Oct. 31, 2023 BO 1.9 $97.71 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.8 $127.07 @$125.00
April 26, 2023 BO 1.6 $101.95 @$100.00
Feb. 22, 2023 BO 1.8 $115.01 @$115.00
Oct. 27, 2022 BO 1.7 $97.33 @$95.00
July 28, 2022 BO 1.8 $104.19 @$105.00
April 26, 2022 BO 2.0 $114.72 @$115.00
Feb. 15, 2022 BO 2.0 $118.33 @$120.00

 
 
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