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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
iShares Trust iShares iBonds 1 (LDRH) - NYSEArca Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.4
Avg Daily Volume: 2,146    Market Cap: N/A
Sector: Healthcare    Short Interest: 9.75
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
Aug. 3, 2016 AC None $0.00 @$40.00 $3.12
($36.96)
8.45% -None% I -None% I $0.00 $0.00
( $36.98 )
-100.0%
May 10, 2016 AC 3.1 $24.74 @$25.00 $3.62
($24.74)
14.65% -12.4% I -5.78% I $23.31 $0.60
( $23.02 )
-83.42%
Feb. 17, 2016 AC 2.3 $18.96 @$20.00/$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2015 AC 2.4 $26.64 @$25.00
Aug. 5, 2015 AC 2.5 $45.13 @$45.00
May 6, 2015 AC 2.3 $34.65 @$35.00
Feb. 18, 2015 AC 2.5 $38.51 @$40.00
Nov. 5, 2014 AC 2.8 $33.82 @$35.00
Aug. 6, 2014 AC 2.3 $23.44 @$22.50

 
 
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