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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thomson Reuters Corp (TRI) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.6
Avg Daily Volume: 316,524    Market Cap: 70.97B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 9, 2023 BO 1.6 $117.26 @$115.00 $4.78
($117.26)
4.16% -3.76% I -1.96% I $114.96 $2.98
( $114.96 )
-37.66%
Aug. 4, 2022 BO 1.6 $111.24 @$110.00 $6.28
($111.24)
5.71% 4.09% I 3.87% I $115.55 $9.00
( $115.55 )
43.31%
May 3, 2022 BO 1.8 $99.63 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2022 BO 1.7 $105.02 @$105.00
Nov. 2, 2021 BO 1.7 $118.72 @$120.00
Aug. 5, 2021 BO 1.7 $105.80 @$105.00
May 4, 2021 BO 1.5 $93.50 @$95.00
Feb. 23, 2021 BO 1.2 $80.36 @$80.00
Nov. 3, 2020 BO 1.2 $79.02 @$80.00
Aug. 5, 2020 BO 1.3 $70.91 @$70.00

 
 
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