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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diageo plc (DEO) - NYSE Next Earnings Date: N/A
EVR: 1.3
Avg Daily Volume: 696,216    Market Cap: 77.80B
Sector: Consumer Goods    Short Interest: None
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Jan. 26, 2023 BO 1.3 $184.36 @$185.00 $8.80
($184.36)
4.76% -5.93% O -5.58% O $174.07 $11.62
( $174.07 )
32.05%
July 28, 2022 BO 1.3 $185.58 @$185.00 $10.55
($185.58)
5.7% 2.66% I 2.61% I $190.44 $10.00
( $190.44 )
-5.21%
Jan. 27, 2022 BO 1.3 $198.11 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2021 BO 1.4 $195.21 @$195.00
Jan. 28, 2021 BO 1.3 $154.26 @$155.00
Aug. 4, 2020 BO 1.1 $148.00 @$150.00
Jan. 30, 2020 BO 1.2 $160.83 @$160.00
July 25, 2019 BO 1.3 $167.29 @$165.00
Jan. 31, 2019 BO 1.2 $144.58 @$145.00
July 26, 2018 BO 1.2 $150.96 @$150.00

 
 
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