Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SL Green Realty Corp (SLG) - NYSE Next Earnings Date: OS Estimate: July 16, 2025 AC
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 1.8
Avg Daily Volume: 993,702    Market Cap: 4.4B
Sector: Financial    Short Interest: 10.37
Live Interactive Chart
Days to Next Earnings: 82 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 16, 2025 AC 1.8 $52.31 @$52.50 $5.67
($52.31)
10.8% 2.25% I 0.15% I $52.39 $5.00
( $52.39 )
-11.82%
Jan. 22, 2025 AC 1.9 $67.19 @$67.50 $5.35
($67.19)
7.93% -3.94% I -2.09% I $65.78 $4.58
( $65.78 )
-14.39%
Oct. 16, 2024 AC 2.0 $72.69 @$72.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 18, 2024 AC 2.1 $60.80 @$60.00
April 17, 2024 AC 2.0 $49.67 @$50.00
Jan. 24, 2024 AC 2.0 $45.61 @$45.00
Oct. 18, 2023 AC 1.7 $35.33 @$35.00
July 19, 2023 AC 1.3 $35.94 @$35.00
April 19, 2023 AC 1.4 $25.97 @$25.00
Jan. 25, 2023 AC 1.4 $37.63 @$37.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US