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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Equity Lifestyle Properties (ELS) - NYSE Next Earnings Date: Estimated on April 22, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 1.4
Avg Daily Volume: 1,301,098    Market Cap: 11.72B
Sector: Financial    Short Interest: 2.56
Live Interactive Chart
Implied Move Weekly: 4.56%       Expires on: April 19, 2024
Implied Move Monthly: 6.31%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Jan. 30, 2024 BO 1.4 $66.88 @$65.00 $3.60
($66.88)
5.54% 3.12% I 1.51% I $67.89 $4.10
( $67.89 )
13.89%
Oct. 17, 2023 BO 1.3 $65.21 @$65.00 $4.28
($65.21)
6.58% 5.53% I 4.29% I $68.01 $4.88
( $68.01 )
14.02%
July 18, 2023 BO 1.3 $67.22 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 18, 2023 BO 1.2 $65.74 @$65.00
Jan. 31, 2023 BO 1.0 $67.65 @$70.00
Oct. 18, 2022 BO 1.0 $62.58 @$65.00
July 19, 2022 BO 0.8 $73.13 @$75.00
April 19, 2022 BO 0.7 $78.65 @$80.00
Jan. 25, 2022 BO 0.7 $76.38 @$75.00
Oct. 19, 2021 BO 0.7 $84.68 @$85.00

 
 
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