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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Charles Schwab Corporation (SCHW) - NYSE Next Earnings Date: OS Estimate: July 16, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.3
Avg Daily Volume: 7,051,738    Market Cap: 132.03B
Sector: Financial    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 15, 2024 BO 2.3 $70.03 @$70.00 $5.73
($70.03)
8.19% 5.16% I 1.71% I $71.23 $5.12
( $71.23 )
-10.65%
Jan. 17, 2024 BO 2.1 $64.31 @$65.00 $4.88
($64.31)
7.51% -7.21% I -1.33% I $63.45 $4.04
( $63.45 )
-17.21%
Oct. 16, 2023 BO 2.0 $51.33 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 18, 2023 BO 1.7 $58.64 @$57.50
April 17, 2023 BO 1.8 $50.77 @$50.00
Jan. 18, 2023 BO 1.7 $83.49 @$82.50
Oct. 17, 2022 BO 1.7 $68.98 @$70.00
July 18, 2022 BO 1.8 $62.18 @$62.50
April 18, 2022 BO 1.5 $82.75 @$82.50
Jan. 18, 2022 BO 1.5 $95.53 @$95.00

 
 
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