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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haleon plc (HLN) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.7
Avg Daily Volume: 10,010,591    Market Cap: 47.3B
Sector: None    Short Interest: 0.59
Live Interactive Chart
Days to Next Earnings: 121 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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
Feb. 27, 2025 BO 1.7 $10.20 @$10.00 $0.57
($10.20)
5.7% -5.29% I -4.01% I $9.79 $0.40
( $9.79 )
-29.82%
Aug. 1, 2024 BO 1.9 $9.15 @$10.00 $1.30
($9.15)
13.0% 3.71% I 1.96% I $9.33 $0.72
( $9.33 )
-44.62%
Feb. 29, 2024 BO 1.5 $8.06 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 0.2 $8.55 @$7.50
March 2, 2023 BO 0.0 $7.92 @$7.50

 
 
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