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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
C.H. Robinson Worldwide (CHRW) - NASDAQ Next Earnings Date: May 1, 2024 AC
EVR: 2.4
Avg Daily Volume: 1,658,523    Market Cap: 8.16B
Sector: Services    Short Interest: 12.31
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 7.35%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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, 2024 AC None $0.00 @$70.00 $5.17
($70.35)
7.35% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 2.0 $84.09 @$85.00 $5.38
($84.09)
6.33% -14.88% O -12.59% O $73.50 $11.80
( $73.50 )
119.33%
Nov. 1, 2023 AC 2.2 $81.46 @$82.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 2.5 $97.44 @$97.50
April 26, 2023 AC 2.5 $92.50 @$92.50
Feb. 1, 2023 AC 2.6 $102.12 @$100.00
Nov. 2, 2022 AC 3.0 $88.17 @$87.50
July 27, 2022 AC 2.9 $101.13 @$100.00
April 27, 2022 AC 2.9 $102.83 @$105.00
Feb. 2, 2022 BO 2.8 $104.57 @$105.00

 
 
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