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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kenon Holdings Ltd. (KEN) - NYSE Next Earnings Date: Estimated on June 3, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 0.7
Avg Daily Volume: 50,963    Market Cap: 1.41B
Sector: None    Short Interest: 0.06
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Monthly: 10.70%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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
June 3, 2024 BO None $0.00 @$25.00 $2.55
($23.83)
10.7% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 26, 2024 BO 0.7 $25.33 @$25.00 $2.40
($25.33)
9.6% 2.25% I 1.81% I $25.79 $7.20
( $25.79 )
200.0%
Nov. 29, 2023 BO 0.8 $22.27 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 31, 2023 BO 0.8 $23.52 @$22.50
June 5, 2023 BO 0.8 $25.40 @$25.00

 
 
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