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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ICON plc (ICLR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 3.2
Avg Daily Volume: 1,712,944    Market Cap: 27.41B
Sector: Healthcare    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 23, 2024 AC 2.5 $280.76 @$280.00 $29.25
($280.76)
10.45% -21.45% O -21.02% O $221.73 $58.57
( $221.73 )
100.24%
July 24, 2024 AC 2.2 $331.77 @$330.00 $27.05
($331.77)
8.2% -13.06% O -5.62% I $313.10 $20.88
( $313.10 )
-22.81%
April 25, 2024 BO 2.2 $309.44 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 1.8 $284.70 @$280.00
Oct. 25, 2023 AC 1.7 $225.28 @$230.00
July 26, 2023 AC 1.7 $253.10 @$250.00
April 26, 2023 AC 1.6 $200.88 @$200.00
Feb. 22, 2023 AC 1.6 $221.71 @$220.00
Nov. 2, 2022 AC 1.5 $192.92 @$195.00
July 27, 2022 AC 1.5 $231.79 @$230.00

 
 
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