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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Big Lots (BIG) - NYSE Next Earnings Date: Estimated on May 31, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 6.0
Avg Daily Volume: 1,168,207    Market Cap: 158.35M
Sector: Services    Short Interest: 43.32
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
March 7, 2024 BO 6.0 $5.03 @$5.00 $1.40
($5.03)
28.0% 11.72% I 3.97% I $5.23 $0.68
( $5.23 )
-51.43%
Nov. 30, 2023 BO 5.5 $4.80 @$5.00 $1.32
($4.80)
26.4% 23.75% I 9.79% I $5.27 $0.85
( $5.27 )
-35.61%
Aug. 29, 2023 BO 4.7 $6.28 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 26, 2023 BO 4.2 $7.21 @$7.50
March 2, 2023 BO 4.3 $13.73 @$12.50
Dec. 1, 2022 BO 4.5 $19.50 @$20.00
Aug. 30, 2022 BO 4.5 $21.55 @$22.50
May 27, 2022 BO 4.6 $30.65 @$30.00
March 3, 2022 BO 5.1 $37.30 @$37.50
Dec. 3, 2021 BO 5.4 $43.62 @$42.50

 
 
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