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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AutoZone, Inc. (AZO) - NYSE Next Earnings Date: OS Estimate: Dec. 8, 2020 BO
OS Projected Window: Dec. 2, 2020 to Dec. 9, 2020
EVR: 2.3
Avg Daily Volume: 194,545    Market Cap: 28.11B
Sector: Services    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 48 Days
Current 7 Day Implied Movement: 3.10%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Sept. 22, 2020 BO $1,186.01 @$1,190.00 $97.80
($1,186.01)
8.22% 4.21% I $1,166.71 $77.50
( $1,166.71 )
-20.76%
May 26, 2020 BO $1,122.94 @$1,120.00 $102.05
($1,122.94)
9.11% 4.92% I $1,123.20 $80.50
( $1,123.20 )
-21.12%
March 3, 2020 BO $1,046.89 @$1,050.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 10, 2019 BO $1,169.00 @$1,170.00
Sept. 24, 2019 BO $1,147.26 @$1,147.50
May 21, 2019 BO $977.83 @$977.50
Feb. 26, 2019 BO $889.60 @$890.00
Dec. 4, 2018 BO $824.46 @$825.00
Sept. 18, 2018 BO $747.52 @$747.50
May 22, 2018 BO $665.09 @$665.00

 
 
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