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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICICI Bank Limited (IBN) - NYSE Next Earnings Date: OS Estimate: Jan. 24, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.0
Avg Daily Volume: 4,697,566    Market Cap: 91.42B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 26, 2024 AC 1.0 $29.48 @$29.00 $1.68
($29.48)
5.7% 5.83% O 5.66% I $31.15 $0.00
( N/A )
None%
July 27, 2024 AC 1.0 $28.76 @$29.00 $1.25
($28.76)
4.35% 0.93% I 0.06% I $28.78 $0.00
( N/A )
None%
April 27, 2024 AC 1.0 $26.53 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 20, 2024 AC 1.2 $23.88 @$24.00
Oct. 21, 2023 AC 1.3 $22.26 @$22.00
July 22, 2023 AC 1.4 $24.47 @$24.00
April 22, 2023 AC 1.6 $21.99 @$22.00
Oct. 22, 2022 AC 1.8 $22.01 @$22.00
July 23, 2022 AC 2.1 $20.08 @$20.00
April 23, 2022 AC 2.2 $18.87 @$19.00

 
 
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