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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Phillips 66 (PSX) - NYSE Next Earnings Date: Jan. 29, 2021 BO
EVR: 1.6
Avg Daily Volume: 3,785,787    Market Cap: 26.63B
Sector: Basic Materials    Short Interest: 1.36
Live Interactive Chart
Days to Next Earnings: 13 Days
Current 7 Day Implied Movement: 4.86%       Theoretical Expires in 7 days
Implied Move Weekly: 7.39%       Expires on: Jan. 29, 2021
Implied Move Monthly: 11.50%       Expires on: Feb. 19, 2021

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Jan. 29, 2021 BO $0.00 @$72.50 $8.25
($71.74)
11.5% -None% I $0.00 $0.00
( N/A )
None%
Oct. 30, 2020 BO $45.98 @$45.00 $5.88
($45.28)
13.07% -2.32% I $46.66 $5.62
( $45.95 )
-4.42%
July 31, 2020 BO $63.09 @$62.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2020 BO $73.17 @$72.50
Jan. 31, 2020 BO $96.41 @$95.00
Oct. 25, 2019 BO $110.63 @$110.00
July 26, 2019 BO $101.57 @$102.00
April 30, 2019 BO $95.36 @$95.50
Feb. 8, 2019 BO $91.74 @$91.50
Oct. 26, 2018 BO $98.49 @$98.00

 
 
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