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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Imperial Oil Limited (IMO) - AMEX Next Earnings Date: OS Estimate: Aug. 1, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.7
Avg Daily Volume: 427,397    Market Cap: 36.85B
Sector: Basic Materials    Short Interest: 10.03
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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, 2025 BO 1.7 $68.07 @$70.00 $4.60
($68.07)
6.57% 3.99% I 1.04% I $68.78 $4.03
( $68.78 )
-12.39%
Jan. 31, 2025 BO 1.7 $71.45 @$70.00 $5.88
($71.45)
8.4% -7.31% I -6.73% I $66.64 $5.70
( $66.64 )
-3.06%
Nov. 1, 2024 BO 1.8 $74.48 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2024 BO 1.7 $69.11 @$70.00
April 26, 2024 BO 1.8 $71.27 @$70.00
Feb. 2, 2024 BO 2.0 $57.18 @$55.00
Oct. 27, 2023 BO 2.0 $58.80 @$60.00
July 28, 2023 BO 1.9 $51.55 @$50.00
April 28, 2023 BO 2.0 $51.16 @$50.00
Jan. 31, 2023 BO 2.1 $52.71 @$55.00

 
 
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