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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Phillips 66 (PSX) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2021 BO
OS Projected Window: Jan. 27, 2021 to Feb. 5, 2021
EVR: 1.6
Avg Daily Volume: 3,741,879    Market Cap: 26.63B
Sector: Basic Materials    Short Interest: 1.36
Live Interactive Chart
Days to Next Earnings: 62 Days
Current 7 Day Implied Movement: 4.18%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 24

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Oct. 30, 2020 BO $45.98 7.55% 4.52% -1.3% $45.38 $46.66 N/A N/A -2.32% 6.83% N/A
July 31, 2020 BO $63.09 6.01% 3.12% -2.72% $61.37 $62.02 N/A N/A -3.96% 5.44% N/A
May 1, 2020 BO $73.17 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2020 BO $96.41
Oct. 25, 2019 BO $110.63
July 26, 2019 BO $101.57
April 30, 2019 BO $95.36
Oct. 26, 2018 BO $98.49
July 27, 2018 BO $116.00
April 27, 2018 BO $112.52

 
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