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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Group, Inc. (JEF) - NYSE Next Earnings Date: Estimated on July 2, 2020
EVR: 1.9
Avg Daily Volume: 2,647,161    Market Cap: 3.26B
Sector: None    Short Interest: 2.53
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
March 26, 2020 AC $15.21 @$15.00 $2.88
($15.21)
19.2% -7.69% I $14.34 $2.15
( $14.34 )
-25.35%
Jan. 8, 2020 BO $21.11 @$20.00 $1.53
($21.11)
7.65% 0.85% I $21.07 $1.50
( $21.07 )
-1.96%
July 3, 2019 BO $19.47 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 25, 2018 AC $20.06 @$20.00
July 26, 2018 AC $23.07 @$22.50
Dec. 18, 2012 BO $18.23 @$18.00
June 19, 2012 BO $13.10 @$13.00
March 20, 2012 BO $19.05 @$19.00
Dec. 20, 2011 BO $11.80 @$12.50/$11.00
Sept. 20, 2011 BO $14.12 @$14.00

 
 
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