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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baxter International Inc. (BAX) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.3
Avg Daily Volume: 4,332,809    Market Cap: 15.5B
Sector: Healthcare    Short Interest: 3.4
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 1, 2025 BO 2.4 $31.17 @$31.00 $2.48
($31.17)
8.0% 4.58% I -1.6% I $30.67 $2.05
( $30.67 )
-17.34%
Feb. 13, 2025 BO 2.6 $30.29 @$30.00 $1.90
($30.29)
6.33% 1.08% I 1.08% I $30.62 $2.38
( $30.62 )
25.26%
Nov. 8, 2024 BO 2.7 $36.04 @$36.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 BO 2.5 $34.64 @$35.00
May 2, 2024 BO 2.5 $40.34 @$40.50
Feb. 8, 2024 BO 2.5 $39.38 @$39.50
Nov. 2, 2023 BO 2.6 $32.79 @$33.00
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

 
 
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