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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cboe Global Markets (CBOE) - NASDAQ Next Earnings Date: OS Estimate: May 3, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.3
Avg Daily Volume: 799,835    Market Cap: 19.10B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Weekly: 4.08%       Expires on: May 3, 2024
Implied Move Monthly: 4.89%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 3, 2024 BO None $0.00 @$180.00 $8.80
($179.99)
4.89% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 2, 2024 BO 1.4 $184.73 @$185.00 $7.73
($184.73)
4.18% -2.12% I -1.05% I $182.78 $5.00
( $182.78 )
-35.32%
Nov. 3, 2023 BO 1.4 $162.80 @$162.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2023 BO 1.3 $140.01 @$140.00
May 5, 2023 BO 1.4 $137.07 @$137.00
Feb. 3, 2023 BO 1.4 $120.82 @$121.00
Nov. 4, 2022 BO 1.3 $124.90 @$125.00
July 29, 2022 BO 1.3 $125.67 @$126.00
April 29, 2022 BO 1.3 $115.27 @$120.00
Feb. 4, 2022 BO 1.4 $116.68 @$117.00

 
 
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