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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eastman Chemical Company (EMN) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.5
Avg Daily Volume: 1,000,516    Market Cap: 11.60B
Sector: Basic Materials    Short Interest: 1.75
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 AC 1.5 $105.09 @$105.00 $6.20
($105.09)
5.9% -4.84% I -3.81% I $101.08 $5.30
( $101.08 )
-14.52%
July 25, 2024 AC 1.5 $97.14 @$95.00 $5.90
($97.14)
6.21% 3.74% I 3.69% I $100.73 $7.25
( $100.73 )
22.88%
April 25, 2024 AC 1.6 $96.13 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 AC 1.6 $84.86 @$85.00
Oct. 26, 2023 AC 1.4 $70.10 @$70.00
July 27, 2023 AC 1.5 $87.61 @$90.00
April 27, 2023 AC 1.3 $80.56 @$80.00
Jan. 26, 2023 AC 1.3 $91.75 @$90.00
Oct. 27, 2022 AC 1.4 $75.56 @$75.00
July 28, 2022 AC 1.5 $95.16 @$95.00

 
 
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