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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Brandywine Realty Trust (BDN) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.3
Avg Daily Volume: 1,994,176    Market Cap: 752.69M
Sector: Financial    Short Interest: 12.15
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 17, 2024 AC 2.3 $4.27 @$5.00 $0.85
($4.27)
17.0% 4.68% I -0.7% I $4.24 $0.75
( $4.24 )
-11.76%
Jan. 31, 2024 AC 2.1 $4.74 @$5.00 $0.42
($4.74)
8.4% -9.7% O -7.17% I $4.40 $0.57
( $4.40 )
35.71%
Oct. 24, 2023 AC 2.0 $3.93 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 AC 1.7 $4.50 @$5.00
April 19, 2023 AC 1.5 $4.42 @$5.00
Feb. 1, 2023 AC 1.2 $6.47 @$7.50
Oct. 20, 2022 AC 1.0 $6.14 @$5.00
July 25, 2022 AC 0.9 $9.53 @$10.00
April 20, 2022 AC 1.0 $12.91 @$12.50
Feb. 2, 2022 AC 1.0 $13.24 @$12.50

 
 
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