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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allstate Corporation (ALL) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.5
Avg Daily Volume: 1,486,213    Market Cap: 50.43B
Sector: Financial    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 76 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
Oct. 31, 2024 BO 1.7 $189.44 @$190.00 $10.70
($189.44)
5.63% 2.98% I -1.54% I $186.52 $8.55
( $186.52 )
-20.09%
Aug. 1, 2024 BO 1.6 $171.12 @$170.00 $8.65
($171.12)
5.09% 5.69% O 3.65% I $177.38 $9.25
( $177.38 )
6.94%
May 2, 2024 BO 1.6 $171.56 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.5 $158.60 @$160.00
Nov. 2, 2023 BO 1.4 $129.75 @$130.00
Aug. 1, 2023 AC 1.3 $113.03 @$115.00
May 4, 2023 BO 1.3 $111.50 @$110.00
Feb. 2, 2023 BO 1.3 $128.16 @$130.00
Aug. 4, 2022 BO 1.4 $115.06 @$115.00
May 5, 2022 BO 1.4 $133.68 @$135.00

 
 
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