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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Consolidated Edison (ED) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 0.9
Avg Daily Volume: 2,908,338    Market Cap: 38.8B
Sector: None    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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, 2025 AC 0.9 $112.56 @$115.00 $4.72
($112.56)
4.1% -2.94% I -2.24% I $110.03 $6.05
( $110.03 )
28.18%
Feb. 20, 2025 AC 0.9 $95.76 @$95.00 $4.00
($95.76)
4.21% 3.73% I 2.61% I $98.26 $5.25
( $98.26 )
31.25%
Nov. 7, 2024 AC 0.9 $97.58 @$97.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 AC 0.7 $100.21 @$100.00
May 2, 2024 AC 0.8 $95.25 @$95.00
Feb. 15, 2024 AC 0.8 $88.22 @$87.50
Nov. 2, 2023 AC 0.8 $90.16 @$90.00
Aug. 3, 2023 AC 0.8 $90.33 @$90.00
May 4, 2023 AC 0.8 $98.52 @$97.50
Feb. 16, 2023 AC 0.9 $91.66 @$92.50

 
 
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