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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Analog Devices (ADI) - NASDAQ Next Earnings Date: Nov. 26, 2024 BO
EVR: 2.0
Avg Daily Volume: 2,791,232    Market Cap: 116.47B
Sector: Technology    Short Interest: 2.31
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 5.64%       Expires on: Nov. 29, 2024
Implied Move Monthly: 7.80%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Nov. 26, 2024 BO None $0.00 @$210.00 $16.45
($211.01)
7.8% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 21, 2024 BO 1.9 $223.49 @$222.50 $17.05
($223.49)
7.66% 5.98% I 1.79% I $227.50 $14.20
( $227.50 )
-16.72%
May 22, 2024 BO 1.7 $216.64 @$217.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 BO 1.8 $189.40 @$190.00
Nov. 21, 2023 BO 1.9 $183.82 @$185.00
Aug. 23, 2023 BO 1.8 $176.66 @$177.50
May 24, 2023 BO 1.6 $187.92 @$187.50
Feb. 15, 2023 BO 1.5 $182.54 @$185.00
Nov. 22, 2022 BO 1.4 $159.24 @$160.00
Aug. 17, 2022 BO 1.3 $179.04 @$180.00

 
 
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