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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
S&P Global Inc. (SPGI) - NYSE Next Earnings Date: April 25, 2024 BO
EVR: 1.8
Avg Daily Volume: 1,370,364    Market Cap: 132.80B
Sector: None    Short Interest: 0.73
Live Interactive Chart
Implied Move Weekly: 3.75%       Expires on: April 26, 2024
Implied Move Monthly: 5.42%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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 25, 2024 BO None $0.00 @$412.50 $22.40
($413.28)
5.42% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 BO 1.7 $459.72 @$460.00 $19.85
($459.72)
4.32% -8.67% O -5.02% O $436.63 $23.33
( $436.63 )
17.53%
Nov. 2, 2023 BO 1.5 $351.40 @$352.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 1.3 $428.41 @$430.00
April 27, 2023 BO 1.2 $340.07 @$340.00
Feb. 9, 2023 BO 1.2 $365.85 @$365.00
Oct. 27, 2022 BO 1.2 $311.53 @$312.50
Aug. 2, 2022 BO 1.3 $376.08 @$375.00
May 3, 2022 BO 1.3 $367.32 @$365.00
Feb. 8, 2022 BO 1.3 $405.25 @$405.00

 
 
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