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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Church & Dwight Company (CHD) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.7
Avg Daily Volume: 2,589,409    Market Cap: 23.6B
Sector: Consumer Goods    Short Interest: 2.7
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 1, 2025 BO 1.6 $99.34 @$100.00 $4.67
($99.34)
4.67% -7.62% O -7.0% O $92.38 $7.75
( $92.38 )
65.95%
Jan. 31, 2025 BO 1.8 $107.12 @$105.00 $4.30
($107.12)
4.1% -2.18% I -1.49% I $105.52 $4.03
( $105.52 )
-6.28%
Nov. 1, 2024 BO 1.7 $99.91 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2024 BO 1.8 $100.01 @$100.00
May 2, 2024 BO 1.8 $106.26 @$105.00
Feb. 2, 2024 BO 1.8 $101.78 @$100.00
Nov. 3, 2023 BO 1.6 $91.96 @$90.00
July 28, 2023 BO 1.8 $95.95 @$95.00
April 27, 2023 BO 1.6 $92.00 @$90.00
Feb. 3, 2023 BO 1.6 $79.81 @$80.00

 
 
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