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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: April 29, 2024 BO
EVR: 3.6
Avg Daily Volume: 6,566,474    Market Cap: 26.09B
Sector: Technology    Short Interest: 7.05
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 9.84%       Expires on: May 3, 2024
Implied Move Monthly: 11.75%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 29, 2024 BO None $0.00 @$66.00 $7.70
($65.53)
11.75% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 3.5 $70.83 @$71.00 $7.53
($70.83)
10.61% 11.18% O 9.54% I $77.59 $7.78
( $77.59 )
3.32%
Oct. 30, 2023 BO 3.0 $83.52 @$84.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 BO 3.0 $105.09 @$105.00
May 1, 2023 BO 3.0 $71.96 @$72.00
Feb. 6, 2023 BO 3.3 $80.89 @$81.00
Oct. 31, 2022 BO 3.4 $67.48 @$67.00
Aug. 1, 2022 BO 3.4 $66.78 @$67.00
May 2, 2022 BO 3.5 $52.11 @$52.00
Feb. 7, 2022 BO 3.2 $57.42 @$57.00

 
 
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