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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DuPont de Nemours (DD) - NYSE Next Earnings Date: OS Estimate: Jan. 1, 2025 BO
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 2.5
Avg Daily Volume: 1,833,653    Market Cap: 33.57B
Sector: Basic Materials    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 5, 2024 BO 2.4 $81.85 @$82.00 $5.30
($81.85)
6.46% 7.26% O 4.66% I $85.67 $4.88
( $85.67 )
-7.92%
July 31, 2024 BO 2.4 $80.41 @$80.00 $5.35
($80.41)
6.69% 5.85% I 4.09% I $83.70 $4.82
( $83.70 )
-9.91%
May 1, 2024 BO 2.2 $72.50 @$72.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 2.2 $61.21 @$61.00
Nov. 1, 2023 BO 2.0 $72.88 @$73.00
Aug. 2, 2023 BO 2.1 $77.04 @$77.00
May 2, 2023 BO 1.9 $69.38 @$69.00
Feb. 7, 2023 BO 2.0 $72.36 @$72.50
Aug. 2, 2022 BO 1.7 $60.20 @$60.00
May 3, 2022 BO 1.8 $65.90 @$66.00

 
 
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