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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Consolidated Edison (ED) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 0.9
Avg Daily Volume: 2,208,589    Market Cap: 35.35B
Sector: None    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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. 7, 2024 AC 0.9 $97.58 @$97.50 $2.80
($97.58)
2.87% 1.36% I 0.56% I $98.13 $2.67
( $98.13 )
-4.64%
Aug. 1, 2024 AC 0.7 $100.21 @$100.00 $3.38
($100.21)
3.38% 5.76% O 1.61% I $101.83 $3.65
( $101.83 )
7.99%
May 2, 2024 AC 0.8 $95.25 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 AC 0.8 $88.22 @$87.50
Nov. 2, 2023 AC 0.8 $90.16 @$90.00
Aug. 3, 2023 AC 0.8 $90.33 @$90.00
May 4, 2023 AC 0.8 $98.52 @$97.50
Feb. 16, 2023 AC 0.9 $91.66 @$92.50
Nov. 3, 2022 AC 0.9 $88.73 @$87.50
Aug. 4, 2022 AC 0.9 $97.43 @$97.50

 
 
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