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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DuPont de Nemours (DD) - NYSE Next Earnings Date: May 1, 2024 BO
EVR: 2.0
Avg Daily Volume: 2,156,580    Market Cap: 32.02B
Sector: Basic Materials    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 5.30%       Expires on: May 3, 2024
Implied Move Monthly: 6.16%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 1, 2024 BO None $0.00 @$74.00 $4.55
($73.91)
6.16% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 BO 1.9 $61.21 @$61.00 $3.20
($61.21)
5.25% 7.85% O 7.4% O $65.74 $5.58
( $65.74 )
74.38%
Nov. 1, 2023 BO 1.7 $72.88 @$73.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.8 $77.04 @$77.00
May 2, 2023 BO 1.7 $69.38 @$69.00
Feb. 7, 2023 BO 1.7 $72.36 @$72.50
Nov. 1, 2022 BO 1.7 $57.20 @$57.00
Aug. 2, 2022 BO 1.7 $60.20 @$60.00
May 3, 2022 BO 1.8 $65.90 @$66.00
Feb. 8, 2022 BO 1.7 $75.37 @$75.00

 
 
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