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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Church & Dwight Company (CHD) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.8
Avg Daily Volume: 1,561,586    Market Cap: 26.15B
Sector: Consumer Goods    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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. 1, 2024 BO 1.7 $99.91 @$100.00 $4.92
($99.91)
4.92% 6.12% O 4.84% I $104.75 $6.10
( $104.75 )
23.98%
Aug. 2, 2024 BO 1.8 $100.01 @$100.00 $5.22
($100.01)
5.22% -3.65% I -1.47% I $98.53 $3.67
( $98.53 )
-29.69%
May 2, 2024 BO 1.8 $106.26 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 1.8 $101.78 @$100.00
Nov. 3, 2023 BO 1.6 $91.96 @$90.00
July 28, 2023 BO 1.8 $95.95 @$95.00
April 27, 2023 BO 1.6 $92.00 @$90.00
Feb. 3, 2023 BO 1.6 $79.81 @$80.00
Oct. 28, 2022 BO 1.7 $76.51 @$75.00
July 29, 2022 BO 1.5 $96.21 @$95.00

 
 
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