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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varian Medical Systems, Inc. (VAR) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2021 AC
OS Projected Window: Jan. 21, 2021 to Jan. 28, 2021
EVR: 2.2
Avg Daily Volume: 1,182,878    Market Cap: 15.71B
Sector: Healthcare    Short Interest: 4.98
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 27, 2020 AC $172.96 @$170.00 $2.85
($172.46)
1.65% -0.46% I $172.41 $0.00
( N/A )
None%
Aug. 5, 2020 AC $173.51 @$175.00 $1.65
($173.51)
0.94% -0.28% I $173.09 $1.90
( $173.09 )
15.15%
May 4, 2020 AC $114.37 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2020 AC $147.34 @$145.00
Oct. 23, 2019 AC $117.40 @$115.00
July 24, 2019 AC $133.81 @$135.00
April 24, 2019 AC $133.27 @$135.00
Jan. 23, 2019 AC $126.72 @$125.00
Oct. 23, 2018 AC $104.33 @$105.00
July 25, 2018 AC $119.07 @$120.00

 
 
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