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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Macy's Inc (M) - NYSE Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.3
Avg Daily Volume: 7,369,796    Market Cap: 5.48B
Sector: Services    Short Interest: 7.64
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
Feb. 27, 2024 BO 4.6 $19.30 @$19.50 $2.65
($19.30)
13.59% 7.56% I 3.36% I $19.95 $1.87
( $19.95 )
-29.43%
Nov. 16, 2023 BO 4.6 $12.61 @$13.00 $2.30
($12.61)
17.69% 14.43% I 5.7% I $13.33 $1.46
( $13.33 )
-36.52%
Aug. 22, 2023 BO 4.5 $14.73 @$14.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 BO 4.6 $13.59 @$13.50
March 2, 2023 BO 4.6 $20.43 @$20.50
Nov. 17, 2022 BO 4.5 $19.71 @$20.00
Aug. 23, 2022 BO 4.5 $18.61 @$18.50
May 26, 2022 BO 4.0 $19.21 @$19.00
Feb. 22, 2022 BO 3.9 $25.70 @$26.00
Nov. 18, 2021 BO 3.5 $30.84 @$31.00

 
 
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