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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DBA Sempra (SRE) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 0.9
Avg Daily Volume: 3,182,188    Market Cap: 44.11B
Sector: Utilities    Short Interest: 1.82
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Monthly: 4.94%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
May 2, 2024 BO None $0.00 @$70.00 $3.38
($68.44)
4.94% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 BO 1.0 $70.91 @$70.00 $3.22
($70.91)
4.6% 0.94% I 0.21% I $71.06 $2.58
( $71.06 )
-19.88%
Nov. 3, 2023 BO 1.0 $72.08 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.0 $146.88 @$145.00
May 4, 2023 BO 1.1 $152.62 @$155.00
Feb. 28, 2023 BO 1.0 $154.88 @$155.00
Nov. 3, 2022 BO 1.1 $150.54 @$150.00
Aug. 4, 2022 BO 1.1 $164.57 @$165.00
May 5, 2022 BO 1.1 $164.51 @$165.00
Feb. 25, 2022 BO 0.9 $134.23 @$135.00

 
 
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