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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
STMicroelectronics N.V. (STM) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.2
Avg Daily Volume: 3,495,310    Market Cap: 37.70B
Sector: Technology    Short Interest: None
Live Interactive Chart
Implied Move Monthly: 8.38%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 $42.14 @$42.00 $3.52
($42.14)
8.38% 2.39% I 1.09% I $42.60 $2.88
( $42.60 )
-18.18%
Jan. 25, 2024 BO 2.2 $45.96 @$46.00 $4.07
($45.96)
8.85% -1.34% I -0.78% I $45.60 $2.98
( $45.60 )
-26.78%
Oct. 26, 2023 BO 2.1 $38.99 @$39.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 2.1 $51.55 @$50.00
April 27, 2023 BO 1.9 $46.28 @$46.00
Jan. 26, 2023 BO 1.9 $43.33 @$43.00
July 28, 2022 BO 2.0 $36.33 @$35.00
April 27, 2022 BO 2.1 $36.78 @$35.00
Jan. 27, 2022 BO 2.2 $44.33 @$45.00
Oct. 28, 2021 BO 2.1 $45.03 @$45.00

 
 
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