Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Automatic Data Processing (ADP) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.9
Avg Daily Volume: 1,619,418    Market Cap: 97.69B
Sector: Technology    Short Interest: 1.1
Live Interactive Chart
Days to Next Earnings: 68 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
Oct. 30, 2024 BO 2.1 $287.95 @$287.50 $14.65
($287.95)
5.1% 1.7% I 1.67% I $292.78 $11.72
( $292.78 )
-20.0%
July 31, 2024 BO 2.0 $257.74 @$260.00 $12.35
($257.74)
4.75% 4.55% I 1.89% I $262.62 $7.88
( $262.62 )
-36.19%
May 1, 2024 BO 2.1 $241.89 @$242.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 2.0 $238.59 @$237.50
Oct. 25, 2023 BO 1.9 $240.45 @$240.00
July 26, 2023 BO 1.9 $240.48 @$240.00
April 26, 2023 BO 1.9 $211.69 @$212.50
Jan. 25, 2023 BO 1.9 $239.15 @$240.00
Oct. 26, 2022 BO 1.9 $237.76 @$237.50
July 27, 2022 BO 1.7 $217.91 @$217.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US