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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sysco Corporation (SYY) - NYSE Next Earnings Date: OS Estimate: April 30, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.8
Avg Daily Volume: 2,662,167    Market Cap: 39.60B
Sector: Services    Short Interest: 2.13
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Jan. 30, 2024 BO 1.7 $75.17 @$75.00 $3.23
($75.17)
4.31% 7.71% O 7.51% O $80.82 $6.62
( $80.82 )
104.95%
Oct. 31, 2023 BO 1.8 $65.54 @$65.00 $3.85
($65.54)
5.92% 2.36% I 1.44% I $66.49 $3.08
( $66.49 )
-20.0%
Aug. 1, 2023 BO 2.0 $76.31 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 BO 2.0 $76.82 @$77.00
Jan. 31, 2023 BO 2.0 $78.10 @$78.00
Nov. 1, 2022 BO 2.0 $86.56 @$87.00
Aug. 9, 2022 BO 2.0 $86.74 @$87.00
May 10, 2022 BO 1.7 $81.08 @$81.00
Feb. 8, 2022 BO 1.7 $79.92 @$80.00
Nov. 9, 2021 BO 1.8 $80.41 @$80.00

 
 
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