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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NewMarket Corp (NEU) - NYSE Next Earnings Date: OS Estimate: April 24, 2024 AC
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.2
Avg Daily Volume: 40,364    Market Cap: 6.09B
Sector: Basic Materials    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 5.40%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
April 24, 2024 AC None $0.00 @$585.00 $31.55
($583.96)
5.4% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 2.2 $557.81 @$560.00 $23.50
($557.81)
4.2% 6.98% O 6.42% O $593.63 $39.62
( $593.63 )
68.6%
Feb. 1, 2023 AC 2.4 $367.81 @$370.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2022 AC 2.6 $309.00 @$310.00
April 27, 2022 AC 2.5 $314.42 @$315.00
Feb. 2, 2022 AC 2.3 $342.00 @$340.00
Oct. 25, 2021 AC 2.1 $376.51 @$375.00
July 28, 2021 AC 2.3 $311.27 @$310.00
April 21, 2021 AC 2.2 $383.81 @$385.00
Feb. 3, 2021 AC 2.1 $407.54 @$410.00

 
 
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