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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegion plc (ALLE) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.8
Avg Daily Volume: 895,515    Market Cap: 11.79B
Sector: None    Short Interest: 2.92
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 24, 2024 BO 1.8 $150.86 @$150.00 $9.00
($150.86)
6.0% -5.94% I -3.7% I $145.27 $8.03
( $145.27 )
-10.78%
July 24, 2024 BO 1.9 $127.18 @$125.00 $9.00
($127.18)
7.2% 3.62% I 0.53% I $127.86 $8.75
( $127.86 )
-2.78%
April 25, 2024 BO 1.9 $126.54 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2024 BO 2.1 $132.42 @$130.00
Oct. 31, 2023 BO 1.9 $97.71 @$100.00
July 26, 2023 BO 1.8 $127.07 @$125.00
April 26, 2023 BO 1.6 $101.95 @$100.00
Feb. 22, 2023 BO 1.8 $115.01 @$115.00
Oct. 27, 2022 BO 1.7 $97.33 @$95.00
July 28, 2022 BO 1.8 $104.19 @$105.00

 
 
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