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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Astrazeneca PLC (AZN) - NYSE Next Earnings Date: Nov. 5, 2020 BO
EVR: 1.5
Avg Daily Volume: 4,481,198    Market Cap: 149.70B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 15 Days
Current 7 Day Implied Movement: 3.97%       Theoretical Expires in 7 days
Implied Move Weekly: 7.83%       Expires on: Nov. 6, 2020
Implied Move Monthly: 9.44%       Expires on: Nov. 20, 2020

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
Earnings Date 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 Close Price Straddle @Trade Price Return
Nov. 5, 2020 BO $0.00 @$55.00 $5.22
($55.27)
9.44% -None% I $0.00 $0.00
( N/A )
None%
July 30, 2020 BO $56.64 @$56.00 $5.05
($56.19)
9.02% 2.29% I $57.89 $4.62
( $57.43 )
-8.51%
April 29, 2020 BO $50.97 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2020 BO $49.33 @$48.50
Oct. 24, 2019 BO $44.69 @$44.50
July 25, 2019 BO $40.35 @$40.50
April 26, 2019 BO $39.06 @$39.00
Feb. 14, 2019 BO $36.58 @$36.50
Nov. 8, 2018 BO $39.21 @$39.00
July 26, 2018 BO $37.44 @$37.50

 
 
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