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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: May 6, 2024 AC
EVR: 0.7
Avg Daily Volume: 5,836,914    Market Cap: 44.94B
Sector: Financial    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 4.26%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
May 6, 2024 AC None $0.00 @$52.50 $2.27
($53.33)
4.26% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 20, 2024 AC 0.7 $52.47 @$52.50 $2.42
($52.47)
4.61% -1.48% I 0.41% I $52.69 $2.20
( $52.69 )
-9.09%
Nov. 6, 2023 AC 0.7 $50.46 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 0.7 $60.37 @$60.00
May 3, 2023 AC 0.8 $60.97 @$60.00
Feb. 21, 2023 AC 0.8 $65.22 @$65.00
Nov. 2, 2022 AC 0.9 $61.07 @$60.00
Aug. 3, 2022 AC 1.0 $72.00 @$72.50
May 4, 2022 AC 1.0 $68.58 @$67.50
Feb. 22, 2022 AC 1.0 $66.04 @$65.00

 
 
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