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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cleveland (CLF) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.2
Avg Daily Volume: 13,246,377    Market Cap: 7.85B
Sector: Basic Materials    Short Interest: 9.12
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 4, 2024 AC 3.1 $13.11 @$13.00 $1.81
($13.11)
13.92% -13.11% I -11.44% I $11.61 $1.77
( $11.61 )
-2.21%
July 22, 2024 AC 3.2 $15.21 @$15.00 $1.56
($15.21)
10.4% 4.66% I 4.4% I $15.88 $1.56
( $15.88 )
0.0%
April 22, 2024 AC 3.0 $20.85 @$21.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2024 AC 3.3 $18.89 @$19.00
Oct. 23, 2023 AC 3.3 $14.37 @$14.50
July 24, 2023 AC 3.3 $16.51 @$16.50
April 24, 2023 AC 3.4 $16.21 @$16.00
Feb. 14, 2023 BO 3.7 $20.11 @$20.00
Oct. 25, 2022 BO 3.4 $15.53 @$15.50
July 22, 2022 BO 3.3 $17.14 @$17.00

 
 
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