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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Imperial Oil Limited (IMO) - AMEX Next Earnings Date: OS Estimate: Jan. 31, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.7
Avg Daily Volume: 393,711    Market Cap: 36.85B
Sector: Basic Materials    Short Interest: 10.03
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 1, 2024 BO 1.8 $74.48 @$75.00 $3.88
($74.48)
5.17% -5.49% O -5.04% I $70.72 $4.60
( $70.72 )
18.56%
Aug. 2, 2024 BO 1.7 $69.11 @$70.00 $3.67
($69.11)
5.24% -4.19% I -1.56% I $68.03 $4.05
( $68.03 )
10.35%
April 26, 2024 BO 1.8 $71.27 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 2.0 $57.18 @$55.00
Oct. 27, 2023 BO 2.0 $58.80 @$60.00
July 28, 2023 BO 1.9 $51.55 @$50.00
April 28, 2023 BO 2.0 $51.16 @$50.00
Jan. 31, 2023 BO 2.1 $52.71 @$55.00
Oct. 28, 2022 BO 1.8 $49.80 @$50.00
July 29, 2022 BO 1.8 $46.11 @$45.00

 
 
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