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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Philip Morris International Inc (PM) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.1
Avg Daily Volume: 7,251,514    Market Cap: 146.35B
Sector: Consumer Goods    Short Interest: 0.46
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 23, 2024 BO None $94.06 @$94.00 $4.47
($94.06)
4.76% 3.88% I 3.82% I $97.66 $4.60
( $97.66 )
2.91%
Feb. 8, 2024 BO 1.1 $91.44 @$91.00 $2.97
($91.44)
3.26% -3.43% O -2.65% I $89.01 $2.33
( $89.01 )
-21.55%
Oct. 19, 2023 BO 1.2 $93.21 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO 1.2 $98.77 @$100.00
April 20, 2023 BO 1.2 $101.51 @$100.00
Feb. 9, 2023 BO 1.3 $101.29 @$101.00
Oct. 20, 2022 BO 1.3 $86.47 @$87.50
July 21, 2022 BO 1.4 $89.83 @$90.00
April 21, 2022 BO 1.5 $103.05 @$103.00
Feb. 10, 2022 BO 1.5 $104.10 @$104.00

 
 
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