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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baxter International Inc. (BAX) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 2.5
Avg Daily Volume: 3,277,190    Market Cap: 21.13B
Sector: Healthcare    Short Interest: 1.78
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Weekly: 6.56%       Expires on: May 3, 2024
Implied Move Monthly: 7.44%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 2, 2024 BO None $0.00 @$40.00 $2.95
($39.65)
7.44% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 BO 2.5 $39.38 @$39.50 $2.75
($39.38)
6.96% 4.87% I 2.74% I $40.46 $1.95
( $40.46 )
-29.09%
Nov. 2, 2023 BO 2.6 $32.79 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 2.5 $48.95 @$49.00
April 27, 2023 BO 2.5 $46.08 @$46.00
Feb. 9, 2023 BO 2.2 $45.68 @$46.00
Oct. 27, 2022 BO 2.1 $57.63 @$57.50
July 28, 2022 BO 1.9 $66.80 @$67.00
April 28, 2022 BO 1.9 $71.07 @$71.00
Feb. 17, 2022 BO 1.8 $85.13 @$85.00

 
 
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