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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sylvamo Corporation (SLVM) - NYSE Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.2
Avg Daily Volume: 392,428    Market Cap: 2.48B
Sector: None    Short Interest: 3.15
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 10.59%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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. 15, 2024 BO 3.3 $45.52 @$45.00 $3.82
($45.52)
8.49% 25.85% O 24.07% O $56.48 $12.10
( $56.48 )
216.75%
Nov. 9, 2023 BO 3.5 $44.03 @$44.70 $3.50
($44.03)
7.83% 8.56% O 3.86% I $45.73 $2.27
( $45.73 )
-35.14%
Aug. 9, 2023 BO 3.2 $48.38 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 3.2 $45.82 @$45.00
Feb. 10, 2023 BO 3.1 $47.52 @$50.00
Aug. 11, 2022 BO 3.7 $41.64 @$40.00
May 11, 2022 BO 2.9 $38.94 @$40.00
Feb. 11, 2022 BO 0.2 $35.02 @$35.00
Nov. 10, 2021 BO 0.0 $28.79 @$30.00

 
 
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