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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intercontinental Exchange Inc. (ICE) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.5
Avg Daily Volume: 3,145,226    Market Cap: 78.69B
Sector: Financial    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 31, 2024 BO 1.4 $166.53 @$165.00 $7.72
($166.53)
4.68% -7.55% O -6.4% O $155.87 $9.88
( $155.87 )
27.98%
Aug. 1, 2024 BO 1.5 $151.56 @$150.00 $5.95
($151.56)
3.97% -2.13% I -0.36% I $151.00 $4.10
( $151.00 )
-31.09%
May 2, 2024 BO 1.4 $128.68 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.3 $128.08 @$130.00
Nov. 2, 2023 BO 1.3 $108.25 @$110.00
Aug. 3, 2023 BO 1.2 $115.00 @$115.00
May 4, 2023 BO 1.3 $104.83 @$105.00
Feb. 2, 2023 BO 1.3 $109.01 @$110.00
Nov. 3, 2022 BO 1.2 $92.63 @$95.00
Aug. 4, 2022 BO 1.1 $103.02 @$105.00

 
 
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