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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The J.M. Smucker Company (SJM) - NYSE Next Earnings Date: Estimated on Sept. 3, 2024
OS Projected Window: Aug. 19, 2024 to Aug. 24, 2024
EVR: 1.6
Avg Daily Volume: 1,069,453    Market Cap: 12.45B
Sector: Consumer Goods    Short Interest: 4.83
Live Interactive Chart
Days to Next Earnings: 39 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
June 6, 2024 BO 1.5 $110.33 @$110.00 $6.10
($110.33)
5.55% 6.26% O 4.56% I $115.37 $6.07
( $115.37 )
-0.49%
Feb. 27, 2024 BO 1.5 $125.25 @$125.00 $7.15
($125.25)
5.72% -4.45% I -2.08% I $122.64 $5.65
( $122.64 )
-20.98%
Dec. 5, 2023 BO 1.4 $112.43 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 29, 2023 BO 1.5 $142.89 @$145.00
June 6, 2023 BO 1.6 $148.96 @$150.00
Feb. 28, 2023 BO 1.7 $148.06 @$150.00
Nov. 21, 2022 BO 1.8 $146.14 @$145.00
Aug. 23, 2022 BO 1.9 $137.75 @$140.00
June 7, 2022 BO 1.8 $123.26 @$125.00
March 1, 2022 BO 1.8 $134.75 @$135.00

 
 
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