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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intercontinental Exchange Inc. (ICE) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 1.4
Avg Daily Volume: 2,531,815    Market Cap: 78.69B
Sector: Financial    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 4.99%       Expires on: May 17, 2024

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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
May 2, 2024 BO None $0.00 @$130.00 $6.60
($132.33)
4.99% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 BO 1.3 $128.08 @$130.00 $4.20
($128.08)
3.23% 6.16% O 4.71% O $134.12 $4.78
( $134.12 )
13.81%
Nov. 2, 2023 BO 1.3 $108.25 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.2 $115.00 @$115.00
May 4, 2023 BO 1.3 $104.83 @$105.00
Feb. 2, 2023 BO 1.3 $109.01 @$110.00
Nov. 3, 2022 BO 1.2 $92.63 @$95.00
Aug. 4, 2022 BO 1.1 $103.02 @$105.00
May 5, 2022 BO 0.9 $109.86 @$110.00
Feb. 3, 2022 BO 0.9 $129.03 @$130.00

 
 
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