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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hewlett Packard Enterprise Company (HPE) - NYSE Next Earnings Date: Dec. 5, 2024 AC
EVR: 2.8
Avg Daily Volume: 11,022,209    Market Cap: 22.64B
Sector: None    Short Interest: 2.44
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Weekly: 9.20%       Expires on: Dec. 6, 2024
Implied Move Monthly: 10.72%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Dec. 5, 2024 AC None $0.00 @$21.50 $2.33
($21.74)
10.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Sept. 4, 2024 AC 2.7 $18.77 @$19.00 $2.02
($18.77)
10.63% -10.17% I -6.02% I $17.64 $1.65
( $17.64 )
-18.32%
June 4, 2024 AC 2.2 $17.60 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 AC 2.2 $15.23 @$15.00
Nov. 28, 2023 AC 1.9 $15.52 @$16.00
Aug. 29, 2023 AC 2.0 $16.84 @$17.00
May 30, 2023 AC 1.8 $15.52 @$16.00
March 2, 2023 AC 1.9 $15.50 @$15.00
Nov. 29, 2022 AC 1.7 $15.46 @$15.00
Aug. 30, 2022 AC 1.8 $13.65 @$14.00

 
 
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