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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KeyCorp (KEY) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.6
Avg Daily Volume: 13,807,998    Market Cap: 13.32B
Sector: Financial    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
April 18, 2024 BO 1.6 $14.43 @$14.00 $1.41
($14.43)
10.07% 2.63% I -0.34% I $14.38 $1.18
( $14.38 )
-16.31%
Oct. 19, 2023 BO 1.5 $10.68 @$11.00 $1.20
($10.68)
10.91% 6.08% I -1.12% I $10.56 $1.12
( $10.56 )
-6.67%
April 20, 2023 BO 1.4 $12.38 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 19, 2023 BO 1.3 $17.24 @$17.00
July 21, 2022 BO 1.3 $18.14 @$18.00
April 21, 2022 BO 1.3 $21.75 @$22.00
Jan. 20, 2022 BO 1.4 $25.59 @$26.00
Oct. 21, 2021 BO 1.4 $23.72 @$24.00
July 20, 2021 BO 1.4 $18.49 @$18.50
April 20, 2021 BO 1.4 $20.42 @$20.50

 
 
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