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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cleveland (CLF) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.0
Avg Daily Volume: 8,623,080    Market Cap: 11.33B
Sector: Basic Materials    Short Interest: 7.29
Live Interactive Chart
Days to Next Earnings: 89 Days

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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
April 22, 2024 AC None $20.85 @$21.00 $2.09
($20.85)
9.95% -11.65% O -11.03% O $18.55 $2.71
( $18.55 )
29.67%
Jan. 29, 2024 AC 3.3 $18.89 @$19.00 $1.68
($18.89)
8.84% 7.09% I 6.56% I $20.13 $1.64
( $20.13 )
-2.38%
Oct. 23, 2023 AC 3.3 $14.37 @$14.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2023 AC 3.3 $16.51 @$16.50
April 24, 2023 AC 3.4 $16.21 @$16.00
Feb. 14, 2023 BO 3.7 $20.11 @$20.00
Oct. 25, 2022 BO 3.4 $15.53 @$15.50
July 22, 2022 BO 3.3 $17.14 @$17.00
April 22, 2022 BO 3.3 $29.58 @$29.50
Feb. 11, 2022 BO 3.2 $20.95 @$21.00

 
 
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