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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AstraZeneca PLC (AZN) - NASDAQ Next Earnings Date: Feb. 6, 2025 BO
EVR: 1.6
Avg Daily Volume: 5,288,203    Market Cap: 243.03B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 12, 2024 BO 1.7 $64.79 @$65.00 $5.46
($64.79)
8.4% -2.85% I 0.61% I $65.19 $4.18
( $65.19 )
-23.44%
July 25, 2024 BO 1.6 $79.71 @$80.00 $4.47
($79.71)
5.59% -4.07% I -1.49% I $78.52 $3.39
( $78.52 )
-24.16%
April 25, 2024 BO 1.6 $71.20 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.5 $66.55 @$67.00
Nov. 9, 2023 BO 1.5 $63.53 @$64.00
July 28, 2023 BO 1.4 $68.14 @$68.00
April 27, 2023 BO 1.4 $73.65 @$74.00
Feb. 9, 2023 BO 1.4 $64.36 @$64.00
Nov. 10, 2022 BO 1.2 $61.05 @$61.00
July 29, 2022 BO 1.4 $66.72 @$67.00

 
 
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