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Implied Movement: Weekly Straddle Tracking History   
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Philip Morris International Inc (PM) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2021 BO
OS Projected Window: Feb. 1, 2021 to Feb. 8, 2021
EVR: 2.0
Avg Daily Volume: 4,632,647    Market Cap: 121.81B
Sector: Consumer Goods    Short Interest: 0.63
Live Interactive Chart
Days to Next Earnings: 68 Days
Current 7 Day Implied Movement: 2.18%       Theoretical Expires in 7 days

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Sample Chart


 
Tracking Statistics Available: 28
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
Oct. 20, 2020 BO $77.84 @$78.00 $2.67
($77.84)
5.16% 5.16% 3.43% 3.42% -5.83% O $73.33 $4.90
($73.33)
83.52%
July 21, 2020 BO $72.89 @$73.00 $2.33
($72.89)
7.83% 8.47% 3.2% 3.19% 5.52% O $75.92 $3.08
($75.92)
32.19%
April 21, 2020 BO $76.86 @$77.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2020 BO $83.94 @$84.00
Oct. 17, 2019 BO $79.10 @$79.00
July 18, 2019 BO $81.05 @$81.00
April 18, 2019 BO $85.48 @$85.50
Feb. 7, 2019 BO $75.51 @$76.00
Oct. 18, 2018 BO $84.56 @$84.50
July 19, 2018 BO $82.15 @$82.00


 
 
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