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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Interactive Brokers Group (IBKR) - NASDAQ Next Earnings Date: OS Estimate: July 16, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.7
Avg Daily Volume: 963,799    Market Cap: 11.55B
Sector: Financial    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 89 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
April 16, 2024 AC None $107.39 @$105.00 $9.12
($107.39)
8.69% 6.31% I 1.71% I $109.23 $8.25
( $109.23 )
-9.54%
Oct. 17, 2023 AC 1.6 $86.45 @$85.00 $6.28
($86.45)
7.39% -6.04% I -4.11% I $82.89 $5.30
( $82.89 )
-15.61%
July 18, 2023 AC 1.5 $86.27 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 18, 2023 AC 1.6 $84.74 @$85.00
Jan. 17, 2023 AC 1.4 $77.19 @$75.00
Oct. 18, 2022 AC 1.2 $71.17 @$70.00
July 19, 2022 AC 1.3 $57.26 @$55.00
April 19, 2022 AC 1.3 $65.47 @$65.00
Jan. 18, 2022 AC 1.3 $71.93 @$70.00
Oct. 19, 2021 AC 1.4 $73.73 @$75.00

 
 
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