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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Of Montreal (BMO) - NYSE Next Earnings Date: Estimated on May 29, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 1.1
Avg Daily Volume: 579,207    Market Cap: 67.92B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Feb. 27, 2024 BO 1.0 $93.88 @$95.00 $3.55
($93.88)
3.74% -5.67% O -3.71% I $90.39 $4.58
( $90.39 )
29.01%
Dec. 1, 2023 BO 1.0 $82.29 @$80.00 $3.80
($82.29)
4.75% 2.56% I 2.34% I $84.22 $4.95
( $84.22 )
30.26%
Aug. 29, 2023 BO 1.0 $83.86 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 1, 2022 BO 1.1 $113.90 @$115.00
Dec. 3, 2021 BO 1.2 $105.18 @$105.00

 
 
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