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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Helmerich & Payne (HP) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 3.0
Avg Daily Volume: 1,376,469    Market Cap: 3.88B
Sector: Basic Materials    Short Interest: 17.5
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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. 14, 2024 BO 3.0 $36.20 @$35.00 $4.12
($36.20)
11.77% -8.86% I -6.24% I $33.94 $4.00
( $33.94 )
-2.91%
July 25, 2024 BO 2.8 $37.75 @$37.50 $3.17
($37.75)
8.45% 12.84% O 8.76% O $41.06 $3.67
( $41.06 )
15.77%
April 25, 2024 BO 2.8 $42.43 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2024 BO 2.5 $36.26 @$37.50
Nov. 9, 2023 BO 2.4 $38.05 @$37.50
July 27, 2023 BO 2.5 $42.68 @$42.50
April 27, 2023 BO 2.7 $34.63 @$35.00
Jan. 31, 2023 BO 3.0 $48.61 @$47.50
Nov. 17, 2022 BO 3.0 $51.77 @$52.50
July 28, 2022 BO 3.3 $44.66 @$45.00

 
 
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