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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baxter International Inc. (BAX) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.6
Avg Daily Volume: 3,721,016    Market Cap: 20.26B
Sector: Healthcare    Short Interest: 2.8
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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. 8, 2024 BO 2.7 $36.04 @$36.00 $2.60
($36.04)
7.22% -6.27% I -3.88% I $34.64 $1.15
( $34.64 )
-55.77%
Aug. 6, 2024 BO 2.5 $34.64 @$35.00 $2.50
($34.64)
7.14% 8.71% O 6.58% I $36.92 $2.53
( $36.92 )
1.2%
May 2, 2024 BO 2.5 $40.34 @$40.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 2.5 $39.38 @$39.50
Nov. 2, 2023 BO 2.6 $32.79 @$33.00
July 27, 2023 BO 2.5 $48.95 @$49.00
April 27, 2023 BO 2.5 $46.08 @$46.00
Feb. 9, 2023 BO 2.2 $45.68 @$46.00
Oct. 27, 2022 BO 2.1 $57.63 @$57.50
July 28, 2022 BO 1.9 $66.80 @$67.00

 
 
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