Optionslam.com

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

 
Burlington Stores (BURL) - NYSE Next Earnings Date: Estimated on Nov. 24, 2023
OS Projected Window: Nov. 20, 2023 to Nov. 25, 2023
EVR: 3.9
Avg Daily Volume: 1,278,009    Market Cap: 8.75B
Sector: Services    Short Interest: 4.06
Live Interactive Chart
Days to Next Earnings: 52 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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. 24, 2023 BO 3.8 $169.95 @$170.00 $23.40
($169.95)
13.76% -10.65% I -8.88% I $154.85 $17.60
( $154.85 )
-24.79%
May 25, 2023 BO 4.0 $166.90 @$167.50 $19.95
($166.90)
11.91% 6.72% I -3.79% I $160.56 $12.45
( $160.56 )
-37.59%
March 2, 2023 BO 4.1 $217.11 @$217.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 22, 2022 BO 3.6 $157.64 @$157.50
Aug. 25, 2022 BO 3.4 $163.73 @$162.50
May 26, 2022 BO 3.4 $156.29 @$157.50
March 3, 2022 BO 3.1 $233.34 @$232.50
Nov. 23, 2021 BO 3.1 $263.00 @$262.50
Aug. 26, 2021 BO 3.0 $350.15 @$350.00
May 27, 2021 BO 3.2 $328.20 @$327.50

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