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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Telefonica SA (TEF) - NYSE Next Earnings Date: OS Estimate: May 9, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 1.1
Avg Daily Volume: 687,091    Market Cap: 23.75B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 21 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Feb. 22, 2024 BO 1.2 $3.99 @$5.00 $1.10
($3.99)
22.0% 2.25% I 1.75% I $4.06 $1.05
( $4.06 )
-4.55%
Nov. 8, 2023 BO 1.4 $3.91 @$5.00 $2.48
($3.91)
49.6% -1.02% I -0.25% I $3.90 $2.65
( $3.90 )
6.85%
July 27, 2023 BO 1.4 $4.20 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2023 BO 1.2 $4.40 @$5.00
Feb. 23, 2023 BO 1.4 $4.03 @$5.00
Nov. 4, 2022 BO 1.2 $3.42 @$2.50
July 28, 2022 BO 1.1 $4.55 @$5.00
May 12, 2022 BO 1.1 $4.78 @$5.00
Feb. 24, 2022 BO 1.1 $4.73 @$5.00
Nov. 4, 2021 BO 1.1 $4.40 @$5.00

 
 
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