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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Southwestern Energy Company (SWN) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.1
Avg Daily Volume: 13,064,265    Market Cap: 8.17B
Sector: Basic Materials    Short Interest: 4.03
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Weekly: 14.71%       Expires on: May 3, 2024
Implied Move Monthly: 7.29%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 AC None $0.00 @$7.00 $0.53
($7.28)
7.29% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 AC 2.2 $7.02 @$7.00 $0.39
($7.02)
5.57% -3.27% I -1.56% I $6.91 $0.34
( $6.91 )
-12.82%
Nov. 2, 2023 AC 2.3 $7.36 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 2.4 $6.49 @$6.50
April 27, 2023 AC 2.6 $5.03 @$5.00
Feb. 23, 2023 AC 2.5 $5.14 @$5.00
Oct. 27, 2022 AC 2.5 $6.58 @$6.50
Aug. 4, 2022 AC 2.5 $6.49 @$6.50
April 28, 2022 AC 2.6 $7.37 @$7.50
Feb. 24, 2022 AC 2.6 $4.75 @$4.50

 
 
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