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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 June 5, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 1.5
Avg Daily Volume: 1,175,978    Market Cap: 12.45B
Sector: Consumer Goods    Short Interest: 4.83
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
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 $6.82
($112.43)
6.2% 5.29% I 3.28% I $116.12 $6.95
( $116.12 )
1.91%
Aug. 29, 2023 BO 1.5 $142.89 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 23, 2021 BO 1.9 $126.44 @$125.00

 
 
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