Optionslam.com

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

 
MSCI Inc. (MSCI) - NYSE Next Earnings Date: Estimated on April 30, 2024
EVR: 1.5
Avg Daily Volume: 402,360    Market Cap: 43.82B
Sector: Technology    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 32 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Oct. 31, 2023 BO 1.5 $481.99 @$480.00 $33.40
($481.99)
6.96% -3.26% I -2.16% I $471.55 $23.90
( $471.55 )
-28.44%
July 25, 2023 BO 1.3 $502.75 @$500.00 $34.20
($502.75)
6.84% 9.18% O 9.04% O $548.20 $51.00
( $548.20 )
49.12%
July 26, 2022 BO 1.4 $438.47 @$440.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2022 BO 1.2 $462.30 @$460.00
Jan. 27, 2022 BO 1.2 $492.13 @$490.00
Oct. 26, 2021 BO 1.3 $652.03 @$650.00
July 27, 2021 BO 1.4 $575.90 @$580.00
April 27, 2021 BO 1.5 $487.00 @$490.00
Jan. 28, 2021 BO 1.6 $393.34 @$390.00
Oct. 27, 2020 BO 1.6 $349.56 @$350.00

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