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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emerson Electric Company (EMR) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.3
Avg Daily Volume: 2,595,166    Market Cap: 61.09B
Sector: Industrial Goods    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Feb. 7, 2024 BO 2.0 $94.26 @$94.00 $4.22
($94.26)
4.49% 12.14% O 10.42% O $104.09 $10.70
( $104.09 )
153.55%
Nov. 7, 2023 BO 1.8 $91.74 @$92.00 $3.88
($91.74)
4.22% -9.41% O -7.41% O $84.94 $7.45
( $84.94 )
92.01%
Aug. 2, 2023 BO 1.6 $91.63 @$92.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 BO 1.6 $82.22 @$82.00
Feb. 8, 2023 BO 1.5 $91.18 @$91.00
Aug. 9, 2022 BO 1.5 $90.03 @$90.00
May 4, 2022 BO 1.4 $90.48 @$90.00
Feb. 2, 2022 BO 1.3 $92.48 @$92.50
Nov. 3, 2021 BO 1.2 $100.15 @$100.00
Aug. 4, 2021 BO 1.2 $101.16 @$101.00

 
 
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