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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Estee Lauder Companies (EL) - NYSE Next Earnings Date: May 1, 2024 BO
EVR: 4.0
Avg Daily Volume: 2,257,660    Market Cap: 51.77B
Sector: Consumer Goods    Short Interest: 2.54
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 9.87%       Expires on: May 3, 2024
Implied Move Monthly: 11.12%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 @$147.00 $16.40
($147.42)
11.12% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 3.6 $134.12 @$134.00 $14.10
($134.12)
10.52% 19.1% O 12.04% O $150.28 $17.50
( $150.28 )
24.11%
Nov. 1, 2023 BO 2.9 $128.87 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 18, 2023 BO 3.0 $162.06 @$160.00
May 3, 2023 BO 2.3 $245.22 @$250.00
Feb. 2, 2023 BO 2.3 $280.80 @$280.00
Nov. 2, 2022 BO 2.2 $206.76 @$210.00
Aug. 18, 2022 BO 2.4 $276.52 @$280.00
May 3, 2022 BO 2.2 $260.63 @$260.00
Feb. 3, 2022 BO 2.3 $319.17 @$320.00

 
 
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