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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Estee Lauder Companies (EL) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.9
Avg Daily Volume: 5,208,826    Market Cap: 45.20B
Sector: Consumer Goods    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 75 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. 31, 2024 BO 4.0 $87.15 @$87.00 $10.15
($87.15)
11.67% -27.29% O -20.89% O $68.94 $18.53
( $68.94 )
82.56%
Aug. 19, 2024 BO 4.4 $94.97 @$95.00 $12.20
($94.97)
12.84% -2.74% I -2.23% I $92.85 $7.70
( $92.85 )
-36.89%
May 1, 2024 BO 4.0 $146.71 @$147.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 BO 3.6 $134.12 @$134.00
Nov. 1, 2023 BO 2.9 $128.87 @$130.00
Aug. 18, 2023 BO 3.0 $162.06 @$160.00
May 3, 2023 BO 2.3 $245.22 @$250.00
Feb. 2, 2023 BO 2.3 $280.80 @$280.00
Nov. 2, 2022 BO 2.2 $206.76 @$210.00
Aug. 18, 2022 BO 2.4 $276.52 @$280.00

 
 
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