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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Life Financial Inc. (SLF) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 1.1
Avg Daily Volume: 478,753    Market Cap: 30.56B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 7, 2024 AC 1.2 $52.58 @$55.00 $2.60
($52.58)
4.73% -1.12% I 0.38% I $52.78 $2.55
( $52.78 )
-1.92%
Nov. 13, 2023 AC 1.1 $47.84 @$50.00 $3.72
($47.84)
7.44% 4.8% I 4.64% I $50.06 $3.42
( $50.06 )
-8.06%
May 11, 2023 AC 1.2 $47.78 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2023 AC 1.3 $50.17 @$50.00
Nov. 2, 2022 AC 1.2 $41.68 @$40.00
Aug. 3, 2022 AC 1.2 $46.06 @$45.00
May 11, 2022 AC 1.1 $48.23 @$50.00
Feb. 9, 2022 AC 1.0 $58.25 @$60.00
Nov. 3, 2021 AC 1.0 $57.63 @$60.00
Aug. 4, 2021 AC 1.2 $51.83 @$50.00

 
 
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