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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Taiwan Semiconductor Manufacturing Company Ltd. (TSM) - NYSE Next Earnings Date: Estimated on Jan. 11, 2024
OS Projected Window: Jan. 15, 2024 to Jan. 20, 2024
EVR: 2.3
Avg Daily Volume: 8,910,000    Market Cap: 478.11B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 39 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
Oct. 19, 2023 BO 2.2 $89.60 @$90.00 $6.75
($89.60)
7.5% 5.75% I 3.69% I $92.91 $7.02
( $92.91 )
4.0%
July 20, 2023 BO 2.0 $103.06 @$105.00 $8.45
($103.06)
8.05% -5.83% I -5.04% I $97.86 $8.70
( $97.86 )
2.96%
April 20, 2023 BO 2.2 $87.23 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 12, 2023 BO 2.0 $81.78 @$82.00
Oct. 13, 2022 BO 1.7 $64.11 @$64.00
July 14, 2022 BO 1.8 $81.29 @$80.00
April 14, 2022 BO 1.9 $101.50 @$100.00
Jan. 13, 2022 BO 1.6 $132.23 @$132.00
Oct. 14, 2021 BO 1.6 $109.98 @$110.00
July 15, 2021 BO 1.5 $124.39 @$125.00

 
 
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