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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Of Montreal (BMO) - NYSE Next Earnings Date: OS Estimate: Aug. 28, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 1.7
Avg Daily Volume: 717,766    Market Cap: 78.6B
Sector: Financial    Short Interest: 0.78
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 28, 2025 BO 1.7 $104.81 @$105.00 $4.97
($104.81)
4.73% 3.4% I 1.41% I $106.29 $4.05
( $106.29 )
-18.51%
Feb. 25, 2025 BO 1.6 $99.78 @$100.00 $5.10
($99.78)
5.1% 6.23% O 4.36% I $104.14 $5.72
( $104.14 )
12.16%
Dec. 5, 2024 BO 1.5 $95.26 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 27, 2024 BO 1.4 $88.77 @$90.00
May 29, 2024 BO 1.1 $96.11 @$95.00
Feb. 27, 2024 BO 1.0 $93.88 @$95.00
Dec. 1, 2023 BO 1.0 $82.29 @$80.00
Aug. 29, 2023 BO 1.0 $83.86 @$85.00
May 24, 2023 BO 0.9 $86.94 @$85.00
Feb. 28, 2023 BO 1.0 $96.39 @$95.00

 
 
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