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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emerson Electric Company (EMR) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.5
Avg Daily Volume: 2,831,867    Market Cap: 61.09B
Sector: Industrial Goods    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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. 5, 2024 BO 2.4 $109.81 @$110.00 $7.30
($109.81)
6.64% 8.92% O 7.15% O $117.67 $9.25
( $117.67 )
26.71%
Aug. 7, 2024 BO 2.3 $107.78 @$108.00 $7.60
($107.78)
7.04% -7.87% O -7.64% O $99.54 $8.90
( $99.54 )
17.11%
May 8, 2024 BO 2.3 $107.40 @$107.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 2.0 $94.26 @$94.00
Nov. 7, 2023 BO 1.8 $91.74 @$92.00
Aug. 2, 2023 BO 1.6 $91.63 @$92.00
May 3, 2023 BO 1.6 $82.22 @$82.00
Feb. 8, 2023 BO 1.5 $91.18 @$91.00
Aug. 9, 2022 BO 1.5 $90.03 @$90.00
May 4, 2022 BO 1.4 $90.48 @$90.00

 
 
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