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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSC Industrial Direct Company (MSM) - NYSE Next Earnings Date: OS Estimate: July 3, 2024 BO
OS Projected Window: July 1, 2024 to July 6, 2024
EVR: 1.4
Avg Daily Volume: 531,873    Market Cap: 5.46B
Sector: Services    Short Interest: 3.8
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
March 28, 2024 BO 1.5 $99.52 @$100.00 $5.05
($99.52)
5.05% -3.13% I -2.49% I $97.04 $4.77
( $97.04 )
-5.54%
Jan. 9, 2024 BO 1.5 $95.62 @$95.00 $4.17
($95.62)
4.39% -4.97% O -3.12% I $92.63 $2.95
( $92.63 )
-29.26%
June 29, 2023 BO 1.5 $95.95 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 5, 2023 BO 1.5 $81.50 @$80.00
June 29, 2022 BO 1.6 $73.56 @$75.00
March 30, 2022 BO 1.6 $82.62 @$85.00
Dec. 22, 2021 BO 1.6 $83.97 @$85.00
Oct. 20, 2021 BO 1.8 $85.90 @$85.00
July 7, 2021 BO 2.0 $90.80 @$90.00
April 7, 2021 BO 1.9 $91.64 @$90.00

 
 
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