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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Dycom Industries (DY) - NYSE Next Earnings Date: Estimated on May 22, 2024
EVR: 5.0
Avg Daily Volume: 229,752    Market Cap: 4.01B
Sector: Industrial Goods    Short Interest: 6.37
Live Interactive Chart
Days to Next Earnings: 28 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 24, 2023 BO 5.7 $100.36 @$100.00 $12.80
($100.36)
12.8% 6.43% I -3.32% I $97.02 $8.70
( $97.02 )
-32.03%
March 1, 2023 BO None $84.21 @$85.00 $11.15
($84.21)
13.12% -None% I -None% I $0.00 $13.05
( $97.02 )
17.04%
Nov. 22, 2022 BO 5.3 $109.55 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 24, 2022 BO 5.7 $112.56 @$115.00
May 25, 2022 BO 5.9 $80.21 @$80.00
March 2, 2022 BO 6.1 $84.14 @$85.00
Nov. 23, 2021 BO 5.7 $83.50 @$85.00
Sept. 1, 2021 BO 6.1 $75.33 @$75.00
May 25, 2021 BO 6.6 $83.05 @$85.00
March 3, 2021 BO 6.2 $77.51 @$80.00

 
 
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