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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
GXO Logistics (GXO) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.9
Avg Daily Volume: 1,092,328    Market Cap: 5.90B
Sector: None    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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. 13, 2024 AC 2.0 $55.15 @$55.00 $4.47
($55.15)
8.13% -4.64% I -1.19% I $54.49 $3.58
( $54.49 )
-19.91%
Nov. 7, 2023 AC 2.1 $52.32 @$52.50 $3.15
($52.32)
6.0% 5.1% I 3.74% I $54.28 $2.58
( $54.28 )
-18.1%
Aug. 2, 2023 AC 2.0 $64.67 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 2.1 $53.17 @$55.00
Feb. 14, 2023 AC 2.0 $53.19 @$55.00
Nov. 8, 2022 AC 1.8 $36.52 @$35.00
Aug. 2, 2022 AC 1.7 $49.77 @$50.00
May 4, 2022 AC 1.8 $61.70 @$60.00
Feb. 15, 2022 AC 0.2 $84.05 @$85.00
Nov. 1, 2021 AC 0.0 $90.82 @$90.00

 
 
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