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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
News Corporation (NWSA) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.4
Avg Daily Volume: 2,437,197    Market Cap: 15.17B
Sector: None    Short Interest: 2.19
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Feb. 7, 2024 AC 3.3 $24.27 @$25.00 $1.85
($24.27)
7.4% 15.36% O 6.46% I $25.84 $1.07
( $25.84 )
-42.16%
Nov. 9, 2023 AC 3.7 $21.29 @$22.50 $2.10
($21.29)
9.33% -3.61% I -1.73% I $20.92 $2.65
( $20.92 )
26.19%
Aug. 10, 2023 AC 3.9 $20.31 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2023 AC 3.8 $16.74 @$17.50
Feb. 9, 2023 AC 3.8 $20.59 @$20.00
Nov. 8, 2022 AC 3.6 $17.09 @$17.50
Aug. 8, 2022 AC 3.2 $17.37 @$17.00
May 5, 2022 AC 2.8 $19.73 @$20.00
Feb. 3, 2022 AC 2.9 $22.45 @$22.00
Nov. 4, 2021 AC 2.7 $23.47 @$23.00

 
 
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