Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICL Group Ltd. (ICL) - NYSE Next Earnings Date: Estimated on May 8, 2024
OS Projected Window: June 17, 2024 to June 22, 2024
EVR: 1.8
Avg Daily Volume: 801,683    Market Cap: 6.25B
Sector: N/A    Short Interest: 0.21
Live Interactive Chart
Days to Next Earnings: 41 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Feb. 28, 2024 BO 1.9 $5.12 @$5.00 $0.35
($5.12)
7.0% 1.17% I 0.19% I $5.13 $0.35
( $5.13 )
0.0%
Nov. 8, 2023 BO 1.9 $4.81 @$5.00 $0.25
($4.81)
5.0% 5.19% O 4.36% I $5.02 $0.23
( $5.02 )
-8.0%
Aug. 9, 2023 BO 1.9 $6.34 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 1.8 $5.99 @$5.00
Feb. 15, 2023 BO 1.9 $7.67 @$7.50
Nov. 9, 2022 BO 1.7 $8.76 @$10.00
July 27, 2022 BO 1.5 $9.53 @$10.00
May 11, 2022 BO 1.0 $10.26 @$10.00
Feb. 9, 2022 BO 1.0 $9.84 @$10.00
Nov. 4, 2021 BO 1.0 $8.95 @$10.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US