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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Quest Diagnostics Incorporated (DGX) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.9
Avg Daily Volume: 910,804    Market Cap: 14.27B
Sector: Healthcare    Short Interest: 2.62
Live Interactive Chart
Days to Next Earnings: 69 Days

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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
Oct. 22, 2024 BO 1.7 $147.37 @$145.00 $10.40
($147.37)
7.17% 7.99% O 6.85% I $157.47 $13.70
( $157.47 )
31.73%
July 23, 2024 BO 1.7 $147.35 @$145.00 $8.72
($147.35)
6.01% -6.54% O -4.33% I $140.96 $6.30
( $140.96 )
-27.75%
April 23, 2024 BO 1.5 $130.09 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 1.6 $128.43 @$130.00
Oct. 24, 2023 BO 1.6 $121.45 @$120.00
July 26, 2023 BO 1.5 $144.92 @$145.00
April 27, 2023 BO 1.5 $146.84 @$145.00
Feb. 2, 2023 BO 1.5 $148.64 @$150.00
Oct. 20, 2022 BO 1.3 $126.66 @$125.00
July 21, 2022 BO 1.4 $134.84 @$135.00

 
 
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