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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Pacific Kansas City Limited (CP) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.1
Avg Daily Volume: 2,052,025    Market Cap: 80.77B
Sector: Services    Short Interest: 1.92
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 24, 2024 AC 1.2 $81.93 @$82.50 $3.35
($81.93)
4.06% -2.8% I 0.19% I $82.09 $3.08
( $82.09 )
-8.06%
Jan. 30, 2024 AC 1.2 $79.40 @$80.00 $3.23
($79.40)
4.04% 3.28% I 1.34% I $80.47 $2.53
( $80.47 )
-21.67%
Oct. 25, 2023 AC 1.1 $69.74 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 1.2 $83.08 @$82.50
April 26, 2023 AC 1.3 $77.44 @$77.50
Jan. 31, 2023 AC 1.2 $78.90 @$80.00
Oct. 26, 2022 AC 1.3 $73.17 @$72.50
July 27, 2022 AC 1.4 $76.96 @$77.50
April 27, 2022 AC 1.3 $72.74 @$72.50
Jan. 27, 2022 AC 1.2 $73.65 @$72.50

 
 
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