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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TE Connectivity Ltd. New Switzerland Registered Shares (TEL) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.8
Avg Daily Volume: 2,188,655    Market Cap: 43.40B
Sector: Technology    Short Interest: 1.18
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 24, 2024 BO None $143.23 @$145.00 $8.45
($143.23)
5.83% -3.39% I -2.25% I $140.00 $7.47
( $140.00 )
-11.6%
Jan. 24, 2024 BO 1.6 $134.65 @$135.00 $6.95
($134.65)
5.15% 9.04% O 6.66% O $143.63 $9.95
( $143.63 )
43.17%
Nov. 1, 2023 BO 1.7 $117.85 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.7 $141.20 @$140.00
April 26, 2023 BO 1.8 $124.18 @$125.00
Jan. 25, 2023 BO 1.9 $124.65 @$125.00
Nov. 2, 2022 BO 1.7 $123.44 @$125.00
July 27, 2022 BO 1.7 $123.05 @$125.00
April 27, 2022 BO 1.7 $120.26 @$120.00
Jan. 26, 2022 BO 1.7 $149.20 @$150.00

 
 
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