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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.2
Avg Daily Volume: 388,478    Market Cap: 20.40B
Sector: Healthcare    Short Interest: 8.62
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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. 6, 2024 BO 2.3 $324.85 @$320.00 $22.15
($324.85)
6.92% -2.58% I 1.7% I $330.38 $17.10
( $330.38 )
-22.8%
Aug. 2, 2023 BO 2.1 $274.40 @$270.00 $20.35
($274.40)
7.54% 9.61% O 6.33% I $291.77 $25.22
( $291.77 )
23.93%
May 9, 2023 BO None $296.50 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2023 BO None $0.00 @$340.00
Aug. 2, 2022 BO 2.3 $365.55 @$370.00
May 3, 2022 BO 2.3 $302.38 @$300.00
Feb. 1, 2022 BO 2.3 $320.12 @$320.00
Nov. 2, 2021 BO 2.4 $364.60 @$360.00
Aug. 3, 2021 BO 2.6 $388.85 @$390.00
Feb. 2, 2021 BO 2.4 $268.81 @$270.00

 
 
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