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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConocoPhillips (COP) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.2
Avg Daily Volume: 5,315,768    Market Cap: 132.39B
Sector: Basic Materials    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
May 2, 2024 BO 1.3 $124.34 @$124.00 $6.05
($124.34)
4.88% -2.15% I -1.68% I $122.25 $4.47
( $122.25 )
-26.12%
Feb. 8, 2024 BO 1.4 $112.32 @$112.00 $4.63
($112.32)
4.13% 2.64% I 1.4% I $113.90 $3.50
( $113.90 )
-24.41%
Nov. 2, 2023 BO 1.3 $116.67 @$117.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.4 $115.59 @$116.00
May 4, 2023 BO 1.4 $96.09 @$96.00
Feb. 2, 2023 BO 1.3 $117.70 @$118.00
Nov. 3, 2022 BO 1.2 $126.51 @$127.00
Aug. 4, 2022 BO 1.2 $91.32 @$91.00
May 5, 2022 BO 1.2 $103.86 @$104.00
Feb. 3, 2022 BO 1.3 $92.21 @$92.00

 
 
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