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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Salesforce (CRM) - NYSE Next Earnings Date: Estimated on Aug. 28, 2024
OS Projected Window: Aug. 19, 2024 to Aug. 24, 2024
EVR: 3.5
Avg Daily Volume: 7,438,059    Market Cap: 292.85B
Sector: Technology    Short Interest: 1.14
Live Interactive Chart
Days to Next Earnings: 33 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 29, 2024 AC 3.1 $271.62 @$272.50 $22.60
($271.62)
8.29% -21.94% O -19.73% O $218.01 $55.52
( $218.01 )
145.66%
Feb. 28, 2024 AC 3.3 $299.77 @$300.00 $27.67
($299.77)
9.22% 3.59% I 3.01% I $308.82 $16.03
( $308.82 )
-42.07%
Nov. 29, 2023 AC 3.3 $230.35 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 30, 2023 AC 3.7 $215.04 @$215.00
May 31, 2023 AC 3.6 $223.38 @$222.50
March 1, 2023 AC 3.3 $167.35 @$167.50
Nov. 30, 2022 AC 3.3 $160.25 @$160.00
Aug. 24, 2022 AC 3.3 $180.01 @$180.00
May 31, 2022 AC 2.9 $160.24 @$160.00
March 1, 2022 AC 3.0 $208.89 @$210.00

 
 
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