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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Procter & Gamble Company (PG) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.3
Avg Daily Volume: 6,800,757    Market Cap: 379.73B
Sector: Consumer Goods    Short Interest: 0.76
Live Interactive Chart
Days to Next Earnings: 98 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 18, 2024 BO 1.4 $156.96 @$155.00 $6.61
($156.96)
4.26% -0.63% I 0.21% I $157.29 $6.80
( $157.29 )
2.87%
Jan. 23, 2024 BO 1.3 $147.86 @$148.00 $5.55
($147.86)
3.75% 5.77% O 4.13% O $153.98 $7.15
( $153.98 )
28.83%
Oct. 18, 2023 BO 1.3 $146.26 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 1.3 $152.11 @$152.50
April 21, 2023 BO 1.2 $150.85 @$150.00
Jan. 19, 2023 BO 1.2 $146.41 @$145.00
Oct. 19, 2022 BO 1.2 $128.37 @$130.00
July 29, 2022 BO 1.1 $148.06 @$148.00
April 20, 2022 BO 1.1 $159.41 @$160.00
Jan. 19, 2022 BO 1.0 $156.73 @$155.00

 
 
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