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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
J (J) - N/A Next Earnings Date: Estimated on Nov. 24, 2020
EVR: 1.7
Avg Daily Volume: 767,593    Market Cap: 11.59B
Sector: None    Short Interest: 1.65
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 3
Earnings Date 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 Close Price Straddle @Trade Price Return
Aug. 3, 2020 BO $85.35 @$85.00 $5.25
($85.35)
6.18% 7.14% O $90.50 $7.30
( $90.50 )
39.05%
May 6, 2020 AC $78.35 @$80.00 $4.08
($78.16)
5.1% 2.29% I $78.55 $3.72
( $78.36 )
-8.82%
Feb. 4, 2020 BO $93.04 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.

 
 
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