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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.6
Avg Daily Volume: 2,195,164    Market Cap: 125.32B
Sector: None    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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. 17, 2024 BO 2.1 $496.96 @$500.00 $37.35
($496.96)
7.47% -19.91% O -10.58% O $444.35 $55.38
( $444.35 )
48.27%
July 17, 2024 BO 2.0 $553.14 @$550.00 $30.00
($553.14)
5.45% -7.97% O -5.82% O $520.93 $32.85
( $520.93 )
9.5%
April 18, 2024 BO 2.0 $508.97 @$510.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 BO 2.0 $472.16 @$472.50
Oct. 18, 2023 BO 2.2 $465.69 @$470.00
July 19, 2023 BO 2.0 $443.69 @$440.00
April 19, 2023 BO 1.9 $483.08 @$480.00
Jan. 25, 2023 BO 2.1 $478.52 @$477.50
Oct. 19, 2022 BO 0.4 $478.27 @$480.00
July 20, 2022 BO 0.0 $497.43 @$497.50

 
 
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