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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AutoZone (AZO) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.6
Avg Daily Volume: 142,775    Market Cap: 47.88B
Sector: Services    Short Interest: 3.25
Live Interactive Chart
Days to Next Earnings: 61 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
Dec. 10, 2024 BO 1.7 $3,324.01 @$3,300.00 $189.25
($3,324.01)
5.73% 2.78% I 0.69% I $3,347.16 $119.65
( $3,347.16 )
-36.78%
May 21, 2024 BO 1.7 $2,924.04 @$2,920.00 $176.00
($2,924.04)
6.03% -4.34% I -3.52% I $2,820.83 $140.35
( $2,820.83 )
-20.26%
Feb. 27, 2024 BO 1.6 $2,770.46 @$2,770.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 5, 2023 BO 1.8 $2,664.11 @$2,660.00
Sept. 19, 2023 BO 1.8 $2,522.10 @$2,520.00
May 23, 2023 BO 1.7 $2,619.80 @$2,600.00
Feb. 28, 2023 BO 1.8 $2,572.25 @$2,570.00
May 24, 2022 BO 1.7 $1,805.22 @$1,805.00
March 1, 2022 BO 1.8 $1,863.39 @$1,865.00
Dec. 7, 2021 BO 1.8 $1,879.99 @$1,880.00

 
 
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