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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KLA Corporation (KLAC) - NASDAQ Next Earnings Date: April 25, 2024 AC
EVR: 2.3
Avg Daily Volume: 887,729    Market Cap: 92.07B
Sector: Capital Goods    Short Interest: 1.46
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 5.15%       Expires on: April 26, 2024
Implied Move Monthly: 8.32%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 25, 2024 AC None $0.00 @$635.00 $52.75
($633.64)
8.32% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 AC 2.2 $641.69 @$640.00 $47.10
($641.69)
7.36% -7.08% I -6.59% I $599.37 $47.95
( $599.37 )
1.8%
Oct. 25, 2023 AC 2.3 $454.84 @$455.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 2.2 $482.35 @$482.50
April 26, 2023 AC 2.1 $357.36 @$355.00
Jan. 26, 2023 AC 2.2 $428.76 @$430.00
Oct. 26, 2022 AC 2.4 $306.40 @$307.50
July 28, 2022 AC 2.5 $369.98 @$370.00
April 28, 2022 AC 2.6 $332.76 @$332.50
Jan. 27, 2022 AC 2.6 $361.80 @$360.00

 
 
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