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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emerson Electric Company (EMR) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 2.4
Avg Daily Volume: 3,002,320    Market Cap: 63.5B
Sector: Industrial Goods    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 7, 2025 BO 2.5 $107.27 @$107.00 $6.57
($107.27)
6.14% 7.2% O 2.41% I $109.86 $5.28
( $109.86 )
-19.63%
Feb. 5, 2025 BO 2.5 $127.69 @$128.00 $7.43
($127.69)
5.8% -4.16% I -2.29% I $124.76 $3.85
( $124.76 )
-48.18%
Nov. 5, 2024 BO 2.4 $109.81 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 BO 2.3 $107.78 @$108.00
May 8, 2024 BO 2.3 $107.40 @$107.00
Feb. 7, 2024 BO 2.0 $94.26 @$94.00
Nov. 7, 2023 BO 1.8 $91.74 @$92.00
Aug. 2, 2023 BO 1.6 $91.63 @$92.00
May 3, 2023 BO 1.6 $82.22 @$82.00
Feb. 8, 2023 BO 1.5 $91.18 @$91.00

 
 
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