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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: OS Estimate: July 26, 2025 AC
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 1.0
Avg Daily Volume: 5,951,719    Market Cap: 107.0B
Sector: Financial    Short Interest: 0.68
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 19, 2025 AC None $33.22 @$33.00 $1.40
($33.22)
4.21% 2.76% I 0.93% I $33.53 $0.00
( N/A )
None%
Jan. 25, 2025 AC 1.0 $27.96 @$28.00 $1.55
($27.96)
5.54% 2.11% I 1.35% I $28.34 $0.00
( N/A )
None%
Oct. 26, 2024 AC 1.0 $29.48 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2024 AC 1.0 $28.76 @$29.00
April 27, 2024 AC 1.0 $26.53 @$27.00
Jan. 20, 2024 AC 1.2 $23.88 @$24.00
Oct. 21, 2023 AC 1.3 $22.26 @$22.00
July 22, 2023 AC 1.4 $24.47 @$24.00
April 22, 2023 AC 1.6 $21.99 @$22.00
Oct. 22, 2022 AC 1.8 $22.01 @$22.00

 
 
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