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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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PG 1.1 $139.48 8,435,306 July 30, 2021 BO -1.75%
Jan. 20, 2021
-2.25%
April 20, 2021
@$139.00 $4.75 3.41%
ES 0.9 $86.39 1,681,198 July 30, 2021 BO -2.9%
Feb. 17, 2021
2.05%
May 10, 2021
@$85.00 $3.00 3.47%
WPC 1.0 $80.46 907,126 July 30, 2021 BO 2.11%
Feb. 12, 2021
2.37%
April 30, 2021
@$80.00 $2.83 3.52%
POR 1.0 $49.15 542,849 July 30, 2021 BO 1.26%
Feb. 19, 2021
1.43%
April 30, 2021
@$50.00 $1.75 3.56%
CL 1.2 $83.52 3,945,788 July 30, 2021 BO -1.65%
Jan. 29, 2021
1.67%
April 30, 2021
@$83.50 $3.12 3.74%

 
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