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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
WPP plc (WPP) - NYSE Next Earnings Date: OS Estimate: June 19, 2024 BO
OS Projected Window: June 17, 2024 to June 22, 2024
EVR: 2.6
Avg Daily Volume: 219,053    Market Cap: 10.23B
Sector: Consumer Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Aug. 4, 2023 BO 2.6 $53.52 @$55.00 $2.83
($53.52)
5.15% -6.22% O -3.56% I $51.61 $3.50
( $51.61 )
23.67%
Aug. 5, 2022 BO 2.6 $53.97 @$55.00 $3.95
($53.97)
7.18% -9.33% O -8.41% O $49.43 $5.80
( $49.43 )
46.84%
Feb. 24, 2022 BO 2.4 $79.12 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2021 BO 2.5 $64.98 @$65.00
March 11, 2021 BO 2.7 $63.31 @$62.50
Aug. 27, 2020 BO 2.6 $41.17 @$40.00
Feb. 27, 2020 BO 2.2 $57.70 @$57.50
Aug. 9, 2019 BO 2.1 $56.28 @$57.50
March 1, 2019 BO 2.1 $54.99 @$55.00
Sept. 4, 2018 BO 2.0 $82.80 @$85.00

 
 
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