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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Business Machines Corporation (IBM) - NYSE Next Earnings Date: OS Estimate: July 16, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.1
Avg Daily Volume: 3,923,281    Market Cap: 175.16B
Sector: Technology    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 24, 2024 AC None $0.00 @$182.50 $13.20
($182.19)
7.25% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 24, 2024 AC 1.9 $173.93 @$175.00 $9.93
($173.93)
5.67% 13.2% O 9.48% O $190.43 $16.04
( $190.43 )
61.53%
Oct. 25, 2023 AC 1.9 $137.08 @$137.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 2.0 $135.48 @$135.00
April 19, 2023 AC 2.2 $126.32 @$125.00
Jan. 25, 2023 AC 2.2 $140.76 @$141.00
Oct. 18, 2022 AC 2.4 $122.94 @$125.00
July 18, 2022 AC 2.4 $138.13 @$138.00
April 19, 2022 AC 2.3 $129.15 @$129.00
Jan. 24, 2022 AC 2.4 $128.82 @$129.00

 
 
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