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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelon Corporation (EXC) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.0
Avg Daily Volume: 5,919,070    Market Cap: 37.55B
Sector: Utilities    Short Interest: 1.82
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 5.05%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 2, 2024 BO None $0.00 @$38.00 $1.90
($37.66)
5.05% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 21, 2024 BO 1.0 $34.73 @$35.00 $2.02
($34.73)
5.77% 4.95% I 4.26% I $36.21 $1.85
( $36.21 )
-8.42%
Nov. 2, 2023 BO 0.9 $39.53 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.0 $41.47 @$41.00
May 3, 2023 BO 1.1 $42.57 @$43.00
Nov. 3, 2022 BO 1.0 $38.04 @$38.00
Aug. 3, 2022 BO 1.0 $45.83 @$46.00
May 9, 2022 BO 1.0 $47.06 @$47.00
Feb. 28, 2022 BO 1.1 $42.60 @$43.00
Nov. 3, 2021 BO 1.1 $53.74 @$55.00

 
 
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