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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Spectra Energy Partners, LP (SEP) - NYSE Next Earnings Date: OS Estimate: June 4, 2025 AC
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 0.9
Avg Daily Volume: 359,260    Market Cap: 17.18B
Sector: Basic Materials    Short Interest: 5.69
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Nov. 1, 2018 AC 0.9 $35.15 @$35.00 $1.85
($35.15)
5.29% -2.04% I -0.79% I $34.87 $1.73
( $34.87 )
-6.49%
Aug. 2, 2018 AC 1.0 $36.95 @$35.00 $2.45
($36.95)
7.0% 2.51% I 1.56% I $37.53 $3.05
( $37.53 )
24.49%
Feb. 15, 2018 AC 1.0 $41.02 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2017 AC 1.1 $43.29 @$45.00
Aug. 2, 2017 AC 1.1 $45.54 @$45.00
May 10, 2017 AC 1.2 $44.62 @$45.00
Feb. 17, 2017 BO 1.3 $45.07 @$45.00
Nov. 2, 2016 BO 1.3 $42.75 @$45.00
Aug. 3, 2016 BO 1.4 $48.54 @$50.00
May 4, 2016 BO 1.4 $48.25 @$50.00

 
 
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