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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Companhia Paranaense de Energia (COPEL) (ELP) - NYSE Next Earnings Date: Estimated on Nov. 12, 2020
OS Projected Window: Nov. 1, 2020 to Nov. 24, 2020
EVR: 2.2
Avg Daily Volume: 549,493    Market Cap: 2.95B
Sector: Utilities    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
Earnings Date 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 Close Price Straddle @Trade Price Return
Aug. 13, 2020 AC $11.03 @$10.00 $1.30
($11.03)
13.0% 2.44% I $11.22 $1.45
( $11.22 )
11.54%
May 14, 2020 AC $9.66 @$10.00 $0.55
($9.66)
5.5% 3.31% I $9.78 $0.50
( $9.78 )
-9.09%
March 25, 2020 AC $9.48 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2019 AC $13.44 @$12.50
Aug. 14, 2019 AC $12.42 @$12.50
May 14, 2019 AC $10.86 @$10.00
March 28, 2019 AC $9.15 @$10.00
Nov. 8, 2018 AC $7.18 @$7.50
Aug. 16, 2018 BO $5.19 @$5.00
May 15, 2018 AC $6.54 @$7.50

 
 
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