Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
U.S. Bancorp (USB) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.7
Avg Daily Volume: 8,273,183    Market Cap: 65.57B
Sector: Financial    Short Interest: 1.2
Live Interactive Chart
Days to Next Earnings: 84 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 17, 2024 BO 1.8 $41.00 @$40.00 $3.37
($41.00)
8.43% -5.39% I -3.6% I $39.52 $2.66
( $39.52 )
-21.07%
Jan. 17, 2024 BO 1.9 $41.38 @$42.50 $3.20
($42.15)
7.59% -2.94% I -1.35% I $40.82 $0.00
( N/A )
None%
Oct. 18, 2023 BO 1.9 $34.89 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 BO 1.8 $36.55 @$37.50
April 19, 2023 BO 2.0 $35.19 @$35.00
Jan. 25, 2023 BO 1.9 $46.67 @$47.00
Oct. 14, 2022 BO 1.9 $41.37 @$41.00
July 15, 2022 BO 1.8 $44.25 @$45.00
April 14, 2022 BO 1.8 $50.61 @$50.00
Jan. 19, 2022 BO 1.6 $62.19 @$62.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US