Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of America Corporation (BAC) - NYSE Next Earnings Date: OS Estimate: July 16, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.4
Avg Daily Volume: 42,610,286    Market Cap: 282.41B
Sector: Financial    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 82 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 16, 2024 BO 1.4 $35.95 @$36.00 $2.38
($35.95)
6.61% -5.0% I -3.53% I $34.68 $2.24
( $34.68 )
-5.88%
Jan. 12, 2024 BO 1.5 $33.15 @$33.00 $1.36
($33.15)
4.12% -3.58% I -1.05% I $32.80 $0.84
( $32.80 )
-38.24%
Oct. 17, 2023 BO 1.5 $26.99 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 18, 2023 BO 1.5 $29.40 @$29.00
April 18, 2023 BO 1.6 $30.37 @$30.00
Jan. 13, 2023 BO 1.6 $34.47 @$34.50
Oct. 17, 2022 BO 1.5 $31.70 @$32.00
July 18, 2022 BO 1.6 $32.25 @$32.00
April 18, 2022 BO 1.5 $37.57 @$38.00
Jan. 19, 2022 BO 1.5 $46.26 @$46.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US