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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Burlington Stores (BURL) - NYSE Next Earnings Date: OS Estimate: May 30, 2024 BO
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.2
Avg Daily Volume: 974,910    Market Cap: 14.84B
Sector: Services    Short Interest: 5.34
Live Interactive Chart
Days to Next Earnings: 37 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
March 7, 2024 BO 4.4 $205.86 @$205.00 $21.20
($205.86)
10.34% 10.51% O 7.48% I $221.26 $16.60
( $221.26 )
-21.7%
Nov. 21, 2023 BO 3.9 $136.71 @$137.00 $18.65
($136.71)
13.61% 22.22% O 20.73% O $165.06 $30.22
( $165.06 )
62.04%
Aug. 24, 2023 BO 3.8 $169.95 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 25, 2023 BO 4.0 $166.90 @$167.50
March 2, 2023 BO 4.1 $217.11 @$217.50
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

 
 
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