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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
State Street Corporation (STT) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 3.0
Avg Daily Volume: 2,379,750    Market Cap: 22.30B
Sector: Financial    Short Interest: 1.34
Live Interactive Chart
Days to Next Earnings: 90 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 12, 2024 BO 3.0 $73.91 @$75.00 $4.33
($73.91)
5.77% 6.19% O 2.53% I $75.78 $2.38
( $75.78 )
-45.03%
Jan. 19, 2024 BO 3.0 $74.31 @$75.00 $4.98
($74.31)
6.64% 7.52% O 2.08% I $75.86 $3.78
( $75.86 )
-24.1%
Oct. 18, 2023 BO 3.0 $67.26 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2023 BO 2.8 $77.46 @$77.50
April 17, 2023 BO 2.4 $80.03 @$80.00
Jan. 20, 2023 BO 2.3 $80.52 @$80.00
Oct. 18, 2022 BO 2.3 $63.81 @$65.00
July 15, 2022 BO 2.1 $59.84 @$60.00
April 14, 2022 BO 2.0 $82.85 @$82.50
Jan. 19, 2022 BO 1.9 $101.01 @$100.00

 
 
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