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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock (BLK) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.1
Avg Daily Volume: 657,392    Market Cap: 124.17B
Sector: Financial    Short Interest: 1.2
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 12, 2024 BO 1.1 $785.96 @$785.00 $30.60
($785.96)
3.9% -3.04% I -2.87% I $763.40 $26.70
( $763.40 )
-12.75%
Jan. 12, 2024 BO 1.3 $792.61 @$792.50 $24.45
($792.61)
3.09% -1.24% I 0.88% I $799.60 $16.30
( $799.60 )
-33.33%
Oct. 13, 2023 BO 1.3 $636.17 @$635.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2023 BO 1.4 $739.80 @$740.00
April 14, 2023 BO 1.3 $670.73 @$670.00
Jan. 13, 2023 BO 1.4 $753.96 @$755.00
Oct. 13, 2022 BO 1.3 $531.10 @$530.00
July 15, 2022 BO 1.3 $588.63 @$590.00
April 13, 2022 BO 1.4 $716.83 @$720.00
Jan. 14, 2022 BO 1.4 $867.58 @$870.00

 
 
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