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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Salesforce (CRM) - NYSE Next Earnings Date: OS Estimate: May 29, 2024 AC
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 3.1
Avg Daily Volume: 5,392,017    Market Cap: 292.85B
Sector: Technology    Short Interest: 1.14
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
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 $14.88
($230.35)
6.47% 9.61% O 9.35% O $251.90 $22.71
( $251.90 )
52.62%
Aug. 30, 2023 AC 3.7 $215.04 @$215.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 30, 2021 AC 3.1 $284.96 @$285.00

 
 
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