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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Kraft Heinz Company (KHC) - NASDAQ Next Earnings Date: May 1, 2024 BO
EVR: 1.5
Avg Daily Volume: 7,621,124    Market Cap: 41.71B
Sector: None    Short Interest: 2.46
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Weekly: 4.45%       Expires on: May 3, 2024
Implied Move Monthly: 5.17%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
May 1, 2024 BO None $0.00 @$37.50 $1.92
($37.11)
5.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 BO 1.4 $36.13 @$35.00 $2.33
($36.13)
6.66% -6.8% O -5.45% I $34.16 $1.79
( $34.16 )
-23.18%
Nov. 1, 2023 BO 1.5 $31.46 @$31.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.6 $35.88 @$36.00
May 3, 2023 BO 1.6 $39.45 @$39.50
Feb. 15, 2023 BO 1.7 $39.88 @$40.00
Oct. 26, 2022 BO 2.0 $37.06 @$37.00
July 27, 2022 BO 2.0 $38.64 @$38.50
April 27, 2022 BO 2.1 $42.31 @$42.50
Feb. 16, 2022 BO 2.4 $34.68 @$35.00

 
 
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