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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CVS Health Corporation (CVS) - NYSE Next Earnings Date: Nov. 6, 2024 BO
EVR: 2.4
Avg Daily Volume: 13,485,695    Market Cap: 71.18B
Sector: Healthcare    Short Interest: 1.65
Live Interactive Chart
Implied Move Weekly: 8.08%       Expires on: Nov. 8, 2024
Implied Move Monthly: 9.16%       Expires on: Nov. 15, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 6, 2024 BO None $0.00 @$55.00 $5.04
($55.34)
9.16% -None% I -None% I $0.00 $6.74
( $61.61 )
33.73%
Aug. 7, 2024 BO 2.5 $58.34 @$58.00 $4.39
($58.34)
7.57% -3.54% I -3.2% I $56.47 $2.88
( $56.47 )
-34.4%
May 1, 2024 BO 1.9 $67.71 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 1.9 $73.76 @$74.00
Nov. 1, 2023 BO 1.9 $69.01 @$69.00
Aug. 2, 2023 BO 1.9 $73.95 @$74.00
May 3, 2023 BO 1.9 $72.76 @$73.00
Feb. 8, 2023 BO 1.9 $85.98 @$86.00
Nov. 2, 2022 BO 1.9 $94.62 @$95.00
Aug. 3, 2022 BO 1.8 $95.37 @$95.00

 
 
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