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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: April 29, 2024 AC
EVR: 3.7
Avg Daily Volume: 18,622,718    Market Cap: 5.35B
Sector: None    Short Interest: 17.94
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Weekly: 9.06%       Expires on: May 3, 2024
Implied Move Monthly: 11.67%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 AC None $0.00 @$5.50 $0.67
($5.74)
11.67% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 19, 2024 AC 3.9 $4.89 @$5.00 $0.71
($4.89)
14.52% -8.99% I -4.49% I $4.67 $0.00
( N/A )
None%
Oct. 30, 2023 AC 4.6 $6.63 @$6.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 4.7 $8.80 @$9.00
May 1, 2023 AC 4.8 $5.95 @$6.00
Feb. 21, 2023 AC 4.6 $6.84 @$7.00
Nov. 2, 2022 AC 4.4 $3.61 @$3.50
Aug. 1, 2022 AC 3.9 $3.22 @$3.00
May 2, 2022 AC 3.9 $3.72 @$3.50
Feb. 22, 2022 AC 4.3 $3.32 @$3.50

 
 
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