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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New Oriental Education & Technology Group (EDU) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 4.1
Avg Daily Volume: 1,612,084    Market Cap: 13.63B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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. 23, 2024 BO 4.0 $67.13 @$65.00 $9.70
($67.13)
14.92% -10.17% I -8.41% I $61.48 $7.25
( $61.48 )
-25.26%
July 31, 2024 BO 4.0 $69.25 @$70.00 $7.38
($69.25)
10.54% -10.03% I -9.28% I $62.82 $8.10
( $62.82 )
9.76%
April 24, 2024 BO 3.6 $89.59 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 BO 3.8 $71.99 @$72.00
Oct. 25, 2023 BO 3.9 $62.80 @$63.00
July 26, 2023 BO 4.0 $49.87 @$50.00
April 19, 2023 BO 3.7 $39.18 @$40.00
Jan. 17, 2023 BO 3.5 $42.64 @$45.00
Oct. 26, 2022 BO 2.6 $21.06 @$21.00
July 27, 2022 BO 2.5 $24.05 @$24.00

 
 
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