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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Comcast Corporation (CMCSA) - NASDAQ Next Earnings Date: OS Estimate: Jan. 23, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.6
Avg Daily Volume: 18,812,550    Market Cap: 152.11B
Sector: Services    Short Interest: 1.35
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Oct. 31, 2024 BO 2.6 $42.24 @$42.00 $2.90
($42.24)
6.9% 7.26% O 3.38% I $43.67 $2.65
( $43.67 )
-8.62%
July 23, 2024 BO 2.6 $39.53 @$40.00 $2.60
($39.53)
6.5% -6.47% I -2.58% I $38.51 $2.19
( $38.51 )
-15.77%
April 25, 2024 BO 2.5 $40.21 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 2.5 $43.80 @$44.00
Oct. 26, 2023 BO 2.4 $42.75 @$42.50
July 27, 2023 BO 2.3 $42.91 @$43.00
April 27, 2023 BO 2.2 $36.52 @$36.50
Jan. 26, 2023 BO 2.2 $40.10 @$40.00
Oct. 27, 2022 BO 2.0 $31.50 @$31.50
July 28, 2022 BO 1.8 $43.37 @$43.50

 
 
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