Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Of Montreal (BMO) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.6
Avg Daily Volume: 765,351    Market Cap: 60.54B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 62 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
Dec. 5, 2024 BO 1.5 $95.26 @$95.00 $3.85
($95.26)
4.05% 5.03% O 4.53% O $99.58 $5.53
( $99.58 )
43.64%
Aug. 27, 2024 BO 1.4 $88.77 @$90.00 $3.90
($88.77)
4.33% -6.95% O -6.16% O $83.30 $6.45
( $83.30 )
65.38%
May 29, 2024 BO 1.1 $96.11 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 1.0 $93.88 @$95.00
Dec. 1, 2023 BO 1.0 $82.29 @$80.00
Aug. 29, 2023 BO 1.0 $83.86 @$85.00
May 24, 2023 BO 0.9 $86.94 @$85.00
Feb. 28, 2023 BO 1.0 $96.39 @$95.00
Dec. 1, 2022 BO 1.1 $97.83 @$100.00
Aug. 30, 2022 BO 1.0 $98.08 @$100.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US