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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelon Corporation (EXC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.0
Avg Daily Volume: 6,456,366    Market Cap: 37.55B
Sector: Utilities    Short Interest: 1.82
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 30, 2024 BO 1.0 $39.55 @$40.00 $1.68
($39.55)
4.2% 1.28% I 0.37% I $39.70 $1.50
( $39.70 )
-10.71%
May 2, 2024 BO 1.0 $37.84 @$38.00 $1.55
($37.84)
4.08% 1.61% I 0.13% I $37.89 $1.23
( $37.89 )
-20.65%
Feb. 21, 2024 BO 1.0 $34.73 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 BO 1.0 $39.53 @$40.00
Aug. 2, 2023 BO 1.0 $41.47 @$41.00
May 3, 2023 BO 1.1 $42.57 @$43.00
Feb. 14, 2023 BO 1.1 $41.19 @$41.00
Nov. 3, 2022 BO 1.0 $38.04 @$38.00
Aug. 3, 2022 BO 1.0 $45.83 @$46.00
May 9, 2022 BO 1.0 $47.06 @$47.00

 
 
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