Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Of Montreal (BMO) - NYSE Next Earnings Date: Estimated on Dec. 5, 2024
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 1.5
Avg Daily Volume: 917,552    Market Cap: 60.54B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 44 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Aug. 27, 2024 BO 1.4 $88.77 @$90.00 $3.90
($88.77)
4.33% -6.95% O -6.16% O $83.30 $6.45
( $83.30 )
65.38%
May 29, 2024 BO 1.1 $96.11 @$95.00 $3.85
($96.11)
4.05% -9.71% O -9.49% O $86.98 $8.10
( $86.98 )
110.39%
Feb. 27, 2024 BO 1.0 $93.88 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Dec. 1, 2022 BO 1.1 $97.83 @$100.00
Aug. 30, 2022 BO 1.0 $98.08 @$100.00
May 25, 2022 BO 1.1 $104.17 @$105.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US