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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diageo plc (DEO) - NYSE Next Earnings Date: Estimate: Jan. 28, 2025 BO
EVR: 1.1
Avg Daily Volume: 711,461    Market Cap: 77.80B
Sector: Consumer Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Jan. 30, 2024 BO 1.1 $144.52 @$145.00 $7.50
($144.52)
5.17% 1.71% I 0.06% I $144.62 $5.38
( $144.62 )
-28.27%
Aug. 1, 2023 BO 1.3 $175.94 @$175.00 $7.70
($175.94)
4.4% 0.5% I -0.36% I $175.30 $5.12
( $175.30 )
-33.51%
Jan. 26, 2023 BO 1.3 $184.36 @$185.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 30, 2020 BO 1.2 $160.83 @$160.00
July 25, 2019 BO 1.3 $167.29 @$165.00

 
 
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