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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wells Fargo & Company (WFC) - NYSE Next Earnings Date: OS Estimate: July 11, 2024 BO
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 1.5
Avg Daily Volume: 18,341,293    Market Cap: 196.97B
Sector: Financial    Short Interest: 0.82
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 12, 2024 BO 1.7 $56.69 @$57.00 $2.71
($56.69)
4.75% -2.38% I -0.38% I $56.47 $1.71
( $56.47 )
-36.9%
Jan. 12, 2024 BO 1.7 $49.04 @$49.00 $1.81
($49.04)
3.69% -4.15% O -3.34% I $47.40 $1.70
( $47.40 )
-6.08%
Oct. 13, 2023 BO 1.8 $39.74 @$39.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2023 BO 1.9 $43.71 @$43.50
April 14, 2023 BO 2.1 $39.66 @$39.50
Jan. 13, 2023 BO 2.1 $42.83 @$43.00
Oct. 14, 2022 BO 2.0 $42.38 @$42.50
July 15, 2022 BO 1.9 $38.74 @$37.50
April 14, 2022 BO 1.9 $48.54 @$47.50
Jan. 14, 2022 BO 1.8 $56.00 @$56.00

 
 
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