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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Schlumberger N.V. (SLB) - NYSE Next Earnings Date: OS Estimate: July 19, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.8
Avg Daily Volume: 9,583,691    Market Cap: 75.73B
Sector: Basic Materials    Short Interest: 1.48
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 19, 2024 BO 1.7 $50.94 @$50.00 $3.59
($50.94)
7.18% -3.76% I -2.13% I $49.85 $3.12
( $49.85 )
-13.09%
Jan. 19, 2024 BO 1.8 $48.56 @$47.50 $3.64
($48.56)
7.66% 3.68% I 2.22% I $49.64 $3.67
( $49.64 )
0.82%
Oct. 20, 2023 BO 1.9 $59.97 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 21, 2023 BO 1.9 $57.26 @$57.50
April 21, 2023 BO 1.9 $51.97 @$52.50
Jan. 20, 2023 BO 2.0 $57.38 @$57.50
Oct. 21, 2022 BO 1.7 $45.69 @$45.00
July 22, 2022 BO 1.5 $33.63 @$33.50
April 22, 2022 BO 1.4 $40.65 @$40.50
Jan. 21, 2022 BO 1.5 $37.05 @$37.50

 
 
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