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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baxter International Inc. (BAX) - NYSE Next Earnings Date: Estimated on Feb. 13, 2025
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.6
Avg Daily Volume: 4,622,406    Market Cap: 20.26B
Sector: Healthcare    Short Interest: 2.8
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 6.86%       Expires on: Feb. 14, 2025
Implied Move Monthly: 9.90%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Feb. 13, 2025 BO None $0.00 @$30.00 $3.03
($30.62)
9.9% -None% I -None% I $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2024 BO 2.5 $40.34 @$40.50
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

 
 
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