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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Imperial Oil Limited (IMO) - AMEX Next Earnings Date: Estimated on Oct. 31, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.6
Avg Daily Volume: 384,274    Market Cap: 36.85B
Sector: Basic Materials    Short Interest: 10.03
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Aug. 1, 2025 BO 1.7 $83.47 @$85.00 $4.65
($83.47)
5.47% -1.91% I -0.17% I $83.32 $4.80
( $83.32 )
3.23%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2024 BO 1.8 $74.48 @$75.00
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

 
 
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