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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SL Green Realty Corp (SLG) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.1
Avg Daily Volume: 1,148,013    Market Cap: 3.35B
Sector: Financial    Short Interest: 32.18
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 17, 2024 AC 2.0 $49.67 @$50.00 $6.43
($49.67)
12.86% 6.44% I -2.31% I $48.52 $5.65
( $48.52 )
-12.13%
Jan. 24, 2024 AC 2.0 $45.61 @$45.00 $5.45
($45.61)
12.11% 5.02% I 2.98% I $46.97 $5.20
( $46.97 )
-4.59%
Oct. 18, 2023 AC 1.7 $35.33 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 19, 2022 AC 1.4 $37.24 @$37.50
July 20, 2022 AC 1.4 $48.85 @$50.00
April 20, 2022 AC 1.6 $75.62 @$75.00
Jan. 26, 2022 AC 1.5 $72.60 @$72.50

 
 
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