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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Walt Disney Company (DIS) - NYSE Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.9
Avg Daily Volume: 10,466,044    Market Cap: 205.35B
Sector: Services    Short Interest: 0.97
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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. 7, 2024 AC 2.7 $99.14 @$99.00 $6.58
($99.14)
6.65% 13.74% O 11.49% O $110.54 $11.44
( $110.54 )
73.86%
Nov. 8, 2023 AC 2.6 $84.50 @$84.00 $5.77
($84.50)
6.87% 7.94% O 6.91% O $90.34 $6.62
( $90.34 )
14.73%
Aug. 9, 2023 AC 2.7 $87.49 @$87.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 AC 2.5 $101.14 @$101.00
Feb. 8, 2023 AC 2.5 $111.78 @$112.00
Nov. 8, 2022 AC 2.2 $99.90 @$100.00
Aug. 10, 2022 AC 2.1 $112.43 @$112.00
May 11, 2022 AC 1.9 $105.21 @$105.00
Feb. 9, 2022 AC 1.8 $147.23 @$147.00
Nov. 10, 2021 AC 1.7 $174.45 @$175.00

 
 
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