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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Xylem Inc. (XYL) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.1
Avg Daily Volume: 954,900    Market Cap: 30.77B
Sector: Industrial Goods    Short Interest: 2.18
Live Interactive Chart
Days to Next Earnings: 16 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 2.1 $114.08 @$115.00 $5.75
($114.08)
5.0% 5.13% O 4.8% I $119.56 $5.55
( $119.56 )
-3.48%
Oct. 31, 2023 BO 2.0 $89.27 @$90.00 $6.00
($89.27)
6.67% 8.09% O 4.78% I $93.54 $5.05
( $93.54 )
-15.83%
Aug. 2, 2023 BO 2.0 $111.93 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 BO 2.3 $104.15 @$105.00
Feb. 7, 2023 BO 2.2 $104.05 @$105.00
Nov. 1, 2022 BO 2.3 $102.43 @$100.00
Aug. 2, 2022 BO 2.1 $91.20 @$90.00
May 4, 2022 BO 2.0 $82.37 @$80.00
Feb. 3, 2022 BO 1.7 $104.18 @$105.00
Nov. 2, 2021 BO 1.8 $129.27 @$130.00

 
 
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