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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diamond Offshore Drilling (DO) - NYSE Next Earnings Date: Nov. 27, 2024 AC
EVR: 2.7
Avg Daily Volume: 1,841,249    Market Cap: 1.49B
Sector: Basic Materials    Short Interest: 4.48
Live Interactive Chart
Days to Next Earnings: 5 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Aug. 6, 2024 AC 3.0 $14.75 @$15.00 $0.95
($14.75)
6.33% 2.98% I -0.33% I $14.70 $0.40
( $14.70 )
-57.89%
May 7, 2024 AC 2.9 $13.71 @$14.00 $0.57
($13.71)
4.07% 8.67% O 6.92% O $14.66 $1.00
( $14.66 )
75.44%
Feb. 27, 2024 AC 3.0 $12.08 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2023 AC 3.0 $13.00 @$13.00
Aug. 7, 2023 AC 3.0 $15.11 @$15.00
May 8, 2023 AC 2.8 $11.59 @$12.00
Feb. 27, 2023 AC 3.2 $11.69 @$12.00
Nov. 7, 2022 AC 3.3 $10.13 @$10.00
Aug. 10, 2022 BO 3.4 $6.79 @$7.00
Feb. 10, 2020 BO 3.0 $4.39 @$4.00

 
 
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