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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Autoliv (ALV) - NYSE Next Earnings Date: OS Estimate: Jan. 31, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.8
Avg Daily Volume: 808,941    Market Cap: 8.78B
Sector: Consumer Goods    Short Interest: 3.01
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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. 18, 2024 BO 2.7 $93.89 @$95.00 $8.30
($93.89)
8.74% 7.82% I 5.99% I $99.52 $8.40
( $99.52 )
1.2%
July 19, 2024 BO 2.6 $108.58 @$110.00 $8.32
($108.58)
7.56% -11.32% O -10.05% O $97.66 $13.35
( $97.66 )
60.46%
April 26, 2024 BO 2.5 $115.85 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 26, 2024 BO 2.4 $103.61 @$105.00
Oct. 20, 2023 BO 2.2 $90.17 @$90.00
July 21, 2023 BO 2.1 $93.27 @$95.00
April 21, 2023 BO 2.0 $91.93 @$90.00
Jan. 27, 2023 BO 1.8 $84.93 @$85.00
Oct. 21, 2022 BO 1.7 $73.67 @$75.00
July 22, 2022 BO 1.9 $81.43 @$80.00

 
 
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