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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: OS Estimate: Aug. 3, 2020 BO
OS Projected Window: July 29, 2020 to Aug. 7, 2020
EVR: 3.0
Avg Daily Volume: 9,641,227    Market Cap: 4.5B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
Earnings Date 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 Close Price Straddle @Trade Price Return
May 11, 2020 BO $17.12 @$17.00 $1.75
($17.12)
10.29% -8.64% I $15.66 $1.62
( $15.66 )
-7.43%
Feb. 3, 2020 BO $23.15 @$23.00 $2.22
($23.15)
9.65% -14.25% O $19.91 $3.18
( $19.91 )
43.24%
Oct. 28, 2019 BO $19.18 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2019 BO $19.98 @$20.00
April 29, 2019 BO $22.44 @$22.00
Feb. 4, 2019 BO $20.80 @$21.00
Oct. 29, 2018 BO $14.62 @$15.00
July 30, 2018 BO $23.15 @$23.00
April 30, 2018 BO $22.98 @$23.00
Feb. 5, 2018 BO $23.69 @$24.00

 
 
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