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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BRF S.A. (BRFS) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.6
Avg Daily Volume: 3,639,346    Market Cap: 5.33B
Sector: Consumer Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 26.11%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 7, 2024 AC None $0.00 @$2.50 $0.88
($3.37)
26.11% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 26, 2024 AC 3.4 $2.80 @$2.50 $0.33
($2.80)
13.2% 12.85% I 10.35% I $3.09 $0.60
( $3.09 )
81.82%
Nov. 13, 2023 AC 3.4 $2.44 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2023 AC 3.5 $1.99 @$2.50
May 15, 2023 AC 3.3 $1.54 @$2.50
Feb. 28, 2023 AC 2.9 $1.18 @$2.50
Nov. 9, 2022 AC 2.6 $2.31 @$2.50
Aug. 10, 2022 AC 2.3 $3.35 @$2.50
May 4, 2022 AC 1.9 $2.81 @$2.50
Feb. 22, 2022 AC 2.1 $3.74 @$2.50

 
 
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