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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vmware (VMW) - NYSE Next Earnings Date: Estimate: Nov. 30, 2023 AC
EVR: 1.6
Avg Daily Volume: 1,660,000    Market Cap: 71.88B
Sector: Technology    Short Interest: 1.48
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
June 1, 2023 AC 1.8 $133.94 @$135.00 $8.70
($133.94)
6.44% 3.03% I 2.96% I $137.91 $7.47
( $137.91 )
-14.14%
Nov. 22, 2022 AC 2.0 $118.39 @$120.00 $7.90
($118.39)
6.58% 1.3% I 0.81% I $119.35 $6.10
( $119.35 )
-22.78%
Aug. 25, 2022 AC 2.2 $121.70 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 26, 2022 AC 2.3 $124.36 @$124.00
Feb. 24, 2022 AC 2.3 $118.12 @$118.00
Nov. 23, 2021 AC 2.4 $116.48 @$117.60
Aug. 26, 2021 AC 2.3 $158.80 @$160.00
May 27, 2021 AC 2.6 $161.21 @$160.00
Feb. 25, 2021 AC 2.6 $143.53 @$144.00
Nov. 24, 2020 AC 2.6 $150.51 @$150.00

 
 
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