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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Olin Corporation (OLN) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.6
Avg Daily Volume: 970,216    Market Cap: 7.00B
Sector: Basic Materials    Short Interest: 2.13
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 25, 2024 AC None $0.00 @$52.50 $3.80
($52.82)
7.24% -None% I -None% I $0.00 $2.92
( $53.48 )
-23.16%
Jan. 25, 2024 AC 2.6 $51.75 @$52.50 $4.05
($51.75)
7.71% 9.29% O 6.57% I $55.15 $3.88
( $55.15 )
-4.2%
Oct. 26, 2023 AC 2.6 $46.30 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 2.9 $55.73 @$56.00
April 27, 2023 AC 3.1 $54.67 @$55.00
Jan. 26, 2023 AC 3.2 $58.56 @$59.00
Oct. 26, 2022 AC 3.1 $49.52 @$50.00
July 28, 2022 AC 3.2 $49.59 @$50.00
April 28, 2022 AC 2.8 $53.26 @$53.00
Jan. 27, 2022 AC 3.0 $49.40 @$49.00

 
 
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