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Implied Movement: Weekly Straddle Tracking History   
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Astrazeneca PLC (AZN) - NYSE Next Earnings Date: Nov. 5, 2020 BO
EVR: 1.5
Avg Daily Volume: 4,481,198    Market Cap: 149.70B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 15 Days
Current 7 Day Implied Movement: 3.97%       Theoretical Expires in 7 days
Implied Move Weekly: 7.83%       Expires on: Nov. 6, 2020
Implied Move Monthly: 9.44%       Expires on: Nov. 20, 2020

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Sample Chart


 
Tracking Statistics Available: 25
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Price Straddle @Trade Price Return
July 30, 2020 BO $56.64 @$56.00 $2.12
($56.19)
9.36% 13.5% 3.82% 3.79% 2.29% I $57.89 $1.88
($57.43)
-11.32%
April 29, 2020 BO $50.97 @$51.00 $1.90
($50.97)
6.92% 13.75% 3.73% 3.73% 2.06% I $50.72 $1.58
($50.72)
-16.84%
Feb. 14, 2020 BO $49.33 @$48.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2019 BO $44.69 @$44.50
July 25, 2019 BO $40.35 @$40.50
April 26, 2019 BO $39.06 @$39.00
Feb. 14, 2019 BO $36.58 @$36.50
Nov. 8, 2018 BO $39.21 @$39.00
July 26, 2018 BO $37.44 @$37.50
May 18, 2018 BO $36.44 @$36.50


 
 
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