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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSC Industrial Direct Company (MSM) - NYSE Next Earnings Date: OS Estimate: Oct. 26, 2022 BO
OS Projected Window: Oct. 24, 2022 to Oct. 29, 2022
EVR: 1.5
Avg Daily Volume: 414,910    Market Cap: 4.59B
Sector: Services    Short Interest: 3.29
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 Closing Move I/O Close Price Straddle @Trade Price Return
June 29, 2022 BO $73.56 @$75.00 $4.67
($72.81)
6.23% 2.97% I 2.39% I $75.32 $4.47
( $74.56 )
-4.28%
March 30, 2022 BO $82.62 @$80.00 $3.27
($81.89)
4.09% 5.41% O 3.93% I $85.87 $6.03
( $85.11 )
84.4%
Dec. 22, 2021 BO $83.97 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 20, 2021 BO $85.90 @$85.00
July 7, 2021 BO $90.80 @$90.00
April 7, 2021 BO $91.64 @$90.00
Jan. 6, 2021 BO $82.32 @$81.50
Oct. 27, 2020 BO $66.29 @$65.00
July 8, 2020 BO $73.73 @$75.00
April 8, 2020 BO $58.05 @$60.00

 
 
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