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Implied Move: ATM Monthly Straddle Tracking Before Earnings   
 
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Symbol EVR Recent Close Avg Volume Earning Date Max One Day Move Implied Move Calculation  
Position Option Cost Implied Move

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SLF 1.3 $50.17 533,670 Feb. 8, 2023 AC 3.19%
Aug. 3, 2022
3.95%
Nov. 2, 2022
@$50.00 $1.48 2.95%
PEP 0.8 $171.56 4,670,000 Feb. 9, 2023 BO 1.67%
July 12, 2022
4.98%
Oct. 12, 2022
@$172.50 $5.40 3.15%
TM 1.0 $144.64 201,180 Feb. 9, 2023 BO -5.64%
May 11, 2022
-3.98%
Aug. 4, 2022
@$145.00 $4.88 3.37%
BTI 0.8 $37.56 3,297,618 Feb. 9, 2023 AC 1.36%
Feb. 11, 2022
-3.51%
July 27, 2022
@$38.00 $1.27 3.38%
FTS 0.5 $40.75 641,073 Feb. 10, 2023 BO -1.81%
July 28, 2022
1.24%
Oct. 28, 2022
@$40.00 $1.38 3.39%

 
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