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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConocoPhillips (COP) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 1.3
Avg Daily Volume: 4,835,415    Market Cap: 132.39B
Sector: Basic Materials    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 3.81%       Expires on: May 3, 2024
Implied Move Monthly: 5.28%       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 2, 2024 BO None $0.00 @$129.00 $6.83
($129.28)
5.28% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 BO 1.4 $112.32 @$112.00 $4.63
($112.32)
4.13% 2.64% I 1.4% I $113.90 $3.50
( $113.90 )
-24.41%
Nov. 2, 2023 BO 1.3 $116.67 @$117.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.4 $115.59 @$116.00
May 4, 2023 BO 1.4 $96.09 @$96.00
Feb. 2, 2023 BO 1.3 $117.70 @$118.00
Nov. 3, 2022 BO 1.2 $126.51 @$127.00
Aug. 4, 2022 BO 1.2 $91.32 @$91.00
May 5, 2022 BO 1.2 $103.86 @$104.00
Feb. 3, 2022 BO 1.3 $92.21 @$92.00

 
 
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