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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: Estimated on April 27, 2024
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 1.3
Avg Daily Volume: 5,149,320    Market Cap: 91.42B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 4.77%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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 27, 2024 AC None $0.00 @$26.00 $1.25
($26.19)
4.77% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 20, 2024 AC 1.3 $23.88 @$24.00 $1.55
($23.88)
6.49% 4.22% I 2.47% I $24.47 $0.00
( N/A )
None%
Oct. 21, 2023 AC 1.4 $22.26 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2023 AC 1.7 $24.47 @$24.00
April 22, 2023 AC 1.9 $21.99 @$22.00
Oct. 22, 2022 AC 1.8 $22.01 @$22.00
July 23, 2022 AC 2.1 $20.08 @$20.00
April 23, 2022 AC 2.2 $18.87 @$19.00
Jan. 22, 2022 AC 2.3 $21.03 @$21.00
Oct. 23, 2021 AC 2.1 $19.90 @$20.00

 
 
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