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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donnelley Financial Solutions (DFIN) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 4.1
Avg Daily Volume: 197,401    Market Cap: 1.78B
Sector: None    Short Interest: 5.34
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 8.18%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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 @$65.00 $5.35
($65.38)
8.18% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 3, 2023 BO 4.3 $41.78 @$40.00 $6.00
($41.78)
15.0% 8.06% I 5.62% I $44.13 $4.50
( $44.13 )
-25.0%
Aug. 3, 2022 BO 3.8 $33.60 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2022 BO 3.9 $30.87 @$30.00
Feb. 22, 2022 BO 4.2 $32.79 @$35.00
Nov. 3, 2021 BO 4.4 $39.58 @$40.00
Aug. 4, 2021 BO 4.8 $31.70 @$30.00
May 5, 2021 BO 5.1 $30.65 @$30.00
Feb. 25, 2021 BO 5.3 $22.71 @$22.50
Nov. 4, 2020 BO 5.5 $14.04 @$15.00

 
 
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