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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eaton Corporation (ETN) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.7
Avg Daily Volume: 1,867,964    Market Cap: 127.37B
Sector: Industrial Goods    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 1.7 $342.81 @$340.00 $23.25
($342.81)
6.84% -6.24% I -3.27% I $331.58 $17.85
( $331.58 )
-23.23%
Aug. 1, 2024 BO 1.6 $304.79 @$300.00 $22.60
($304.79)
7.53% -5.5% I -2.26% I $297.88 $17.95
( $297.88 )
-20.58%
April 30, 2024 BO 1.6 $326.51 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 1.4 $246.08 @$250.00
Oct. 31, 2023 BO 1.3 $197.78 @$200.00
Aug. 1, 2023 BO 1.1 $205.32 @$210.00
May 2, 2023 BO 1.1 $168.78 @$170.00
Feb. 8, 2023 BO 1.2 $164.49 @$165.00
Nov. 1, 2022 BO 1.2 $150.07 @$150.00
Aug. 2, 2022 BO 1.2 $147.50 @$145.00

 
 
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