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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haleon plc (HLN) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.9
Avg Daily Volume: 5,903,606    Market Cap: 38.49B
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 3
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. 29, 2024 BO 1.5 $8.06 @$7.50 $0.85
($8.06)
11.33% 7.44% I 6.2% I $8.56 $1.07
( $8.56 )
25.88%
Aug. 2, 2023 BO 0.2 $8.55 @$7.50 $1.00
($8.55)
13.33% -3.27% I -2.69% I $8.32 $0.77
( $8.32 )
-23.0%
March 2, 2023 BO 0.0 $7.92 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.

 
 
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