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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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RY 0.8 $99.03 1,037,595 Dec. 1, 2021 BO 1.98%
May 27, 2021
1.6%
Aug. 25, 2021
@$100.00 $4.08 4.12%
CM 1.0 $111.47 468,167 Dec. 2, 2021 BO 4.19%
May 27, 2021
-2.94%
Aug. 26, 2021
@$110.00 $4.80 4.31%
BMO 1.2 $104.07 557,804 Dec. 3, 2021 BO -1.27%
May 26, 2021
2.24%
Aug. 24, 2021
@$105.00 $4.50 4.32%
TD 0.9 $72.06 1,475,659 Dec. 2, 2021 BO -2.1%
May 27, 2021
-3.01%
Aug. 26, 2021
@$72.50 $3.12 4.33%
DG 2.1 $221.30 1,282,763 Dec. 2, 2021 BO 4.01%
May 27, 2021
-8.36%
Aug. 26, 2021
@$222.50 $14.65 6.62%

 
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