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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diageo plc (DEO) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.0
Avg Daily Volume: 1,073,794    Market Cap: 62.8B
Sector: Consumer Goods    Short Interest: 0.15
Live Interactive Chart
Days to Next Earnings: 121 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Feb. 4, 2025 BO 1.1 $116.93 @$115.00 $8.20
($116.93)
7.13% -0.94% I -0.83% I $115.95 $5.67
( $115.95 )
-30.85%
July 30, 2024 BO None $0.00 @$130.00 $7.90
($131.57)
6.08% -None% I -None% I $0.00 $5.78
( $125.39 )
-26.84%
Jan. 30, 2024 BO 1.1 $144.52 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 1.3 $175.94 @$175.00
Jan. 26, 2023 BO 1.3 $184.36 @$185.00
July 28, 2022 BO 1.3 $185.58 @$185.00
Jan. 27, 2022 BO 1.3 $198.11 @$200.00
July 29, 2021 BO 1.4 $195.21 @$195.00
Jan. 28, 2021 BO 1.3 $154.26 @$155.00
Aug. 4, 2020 BO 1.1 $148.00 @$150.00

 
 
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