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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.1
Avg Daily Volume: 28,294    Market Cap: 9.48B
Sector: N/A    Short Interest: 0.55
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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. 19, 2024 BO None $235.14 @$240.00 $15.65
($235.14)
6.52% 7.38% O 6.15% I $249.61 $16.45
( $249.61 )
5.11%
May 28, 2024 BO 1.1 $198.58 @$200.00 $12.35
($198.58)
6.17% -3.46% I -2.7% I $193.20 $10.62
( $193.20 )
-14.01%
March 26, 2024 BO 1.3 $204.19 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 28, 2023 BO 1.3 $212.46 @$210.00
Aug. 15, 2023 BO 1.3 $205.84 @$210.00
May 30, 2023 BO 1.1 $193.76 @$195.00
March 28, 2023 BO 1.0 $178.35 @$180.00

 
 
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