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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICON plc (ICLR) - NASDAQ Next Earnings Date: April 25, 2024 BO
EVR: 2.1
Avg Daily Volume: 466,011    Market Cap: 27.41B
Sector: Healthcare    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 8.06%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 25, 2024 BO None $0.00 @$310.00 $24.70
($306.45)
8.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 21, 2024 AC 1.7 $284.70 @$280.00 $22.90
($284.70)
8.18% 13.73% O 10.07% O $313.37 $36.40
( $313.37 )
58.95%
Oct. 25, 2023 AC 1.6 $225.28 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 1.6 $253.10 @$250.00
Feb. 22, 2023 AC 1.6 $221.71 @$220.00
Nov. 2, 2022 AC 1.5 $192.92 @$195.00
July 27, 2022 AC 1.5 $231.79 @$230.00
April 27, 2022 AC 1.4 $215.16 @$220.00
Feb. 21, 2022 AC 1.4 $226.84 @$230.00
Nov. 3, 2021 AC 1.5 $275.60 @$280.00

 
 
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