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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deluxe Corporation (DLX) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 3.0
Avg Daily Volume: 235,784    Market Cap: 849.75M
Sector: Services    Short Interest: 8.83
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 AC 2.8 $20.70 @$20.00 $1.40
($20.70)
7.0% 12.12% O 9.42% O $22.65 $3.50
( $22.65 )
150.0%
May 2, 2024 BO 2.6 $19.89 @$20.00 $1.12
($19.89)
5.6% 10.45% O 8.44% O $21.57 $1.98
( $21.57 )
76.79%
Feb. 1, 2024 BO 2.6 $18.91 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 BO 2.4 $16.19 @$15.00
Aug. 3, 2023 BO 2.5 $18.61 @$17.50
May 4, 2023 BO 2.5 $14.18 @$15.00
Feb. 2, 2023 BO 2.8 $20.25 @$20.00
Aug. 4, 2022 BO 2.9 $25.38 @$25.00
May 5, 2022 BO 2.9 $28.72 @$30.00
Feb. 3, 2022 BO 2.9 $30.45 @$30.00

 
 
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