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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cisco Systems (CSCO) - NASDAQ Next Earnings Date: May 15, 2024 AC
EVR: 2.5
Avg Daily Volume: 19,027,771    Market Cap: 201.71B
Sector: Technology    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Weekly: 5.89%       Expires on: May 17, 2024
Implied Move Monthly: 7.61%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 15, 2024 AC None $0.00 @$47.50 $3.64
($47.86)
7.61% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 AC 2.6 $50.28 @$50.00 $3.45
($50.28)
6.9% -4.15% I -2.42% I $49.06 $2.04
( $49.06 )
-40.87%
Nov. 15, 2023 AC 2.3 $53.28 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 16, 2023 AC 2.5 $52.96 @$52.50
May 17, 2023 AC 2.6 $47.63 @$47.50
Feb. 15, 2023 AC 2.6 $48.45 @$47.50
Nov. 16, 2022 AC 2.7 $44.39 @$45.00
Aug. 17, 2022 AC 2.7 $46.66 @$47.50
May 18, 2022 AC 2.4 $48.36 @$47.50
Feb. 16, 2022 AC 2.4 $54.25 @$55.00

 
 
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