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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Nova Scotia Halifax Pfd 3 (BNS) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.3
Avg Daily Volume: 1,614,161    Market Cap: 64.1B
Sector: Financial    Short Interest: 2.43
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 4.95%       Expires on: March 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 25, 2025 BO None $0.00 @$52.50 $2.58
($52.13)
4.95% -None% I -None% I $0.00 $0.00
( N/A )
None%
Dec. 3, 2024 BO 1.2 $56.77 @$57.50 $2.05
($56.77)
3.57% -4.63% O -3.5% I $54.78 $2.90
( $54.78 )
41.46%
Aug. 27, 2024 BO 1.2 $48.59 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 28, 2024 BO 1.3 $47.78 @$50.00
Feb. 27, 2024 BO 1.2 $47.29 @$45.00
Nov. 28, 2023 BO 1.2 $44.22 @$45.00
Aug. 29, 2023 BO 1.1 $46.19 @$45.00
May 24, 2023 BO 1.3 $49.19 @$50.00
Feb. 28, 2023 BO 1.1 $52.70 @$55.00
Nov. 29, 2022 BO 1.0 $52.87 @$55.00

 
 
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