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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Imperial Oil Limited (IMO) - AMEX Next Earnings Date: Estimated on April 26, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.0
Avg Daily Volume: 364,411    Market Cap: 36.49B
Sector: Basic Materials    Short Interest: 9.26
Live Interactive Chart
Days to Next Earnings: 29 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 2, 2024 BO 2.0 $57.18 @$55.00 $3.62
($57.18)
6.58% 3.74% I -1.27% I $56.45 $2.58
( $56.45 )
-28.73%
Oct. 27, 2023 BO 2.0 $58.80 @$60.00 $4.10
($58.80)
6.83% 5.73% I -1.95% I $57.65 $3.80
( $57.65 )
-7.32%
July 28, 2023 BO 2.0 $51.55 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2023 BO 2.1 $51.16 @$50.00
Oct. 28, 2022 BO 1.8 $49.80 @$50.00
July 29, 2022 BO 1.8 $46.11 @$45.00
April 29, 2022 BO 1.8 $50.08 @$50.00
Feb. 1, 2022 BO 1.8 $40.92 @$40.00
Oct. 29, 2021 BO 1.7 $36.57 @$35.00
July 30, 2021 BO 1.7 $27.97 @$30.00

 
 
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