Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Morgan Stanley (MS) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2022 BO
OS Projected Window: Jan. 13, 2022 to Jan. 18, 2022
EVR: 1.3
Avg Daily Volume: 8,835,828    Market Cap: 170.15B
Sector: Financial    Short Interest: 0.92
Live Interactive Chart
Days to Next Earnings: 37 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 14, 2021 BO $98.57 @$98.00 $3.19
($97.89)
3.26% 3.05% I $101.01 $3.15
( $100.32 )
-1.25%
July 15, 2021 BO $92.46 @$92.00 $2.15
($91.79)
2.34% 1.73% I $92.63 $1.25
( $91.96 )
-41.86%
April 16, 2021 BO $80.82 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 20, 2021 BO $74.99 @$75.00
Oct. 15, 2020 BO $50.65 @$50.50
July 16, 2020 BO $51.35 @$51.00
Jan. 16, 2020 BO $52.94 @$53.00
Oct. 17, 2019 BO $42.79 @$43.00
July 18, 2019 BO $43.77 @$44.00
April 17, 2019 BO $47.02 @$47.00

 
 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US