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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ITT Inc. (ITT) - NYSE Next Earnings Date: N/A
EVR: 1.6
Avg Daily Volume: 413,492    Market Cap: 10.32B
Sector: Industrial Goods    Short Interest: 1.2
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
May 2, 2024 BO 1.6 $129.28 @$130.00 $6.30
($129.28)
4.85% -5.52% O -3.7% I $124.49 $5.70
( $124.49 )
-9.52%
Feb. 8, 2024 BO 1.5 $125.75 @$125.00 $6.00
($125.75)
4.8% -5.7% O -4.69% I $119.84 $5.72
( $119.84 )
-4.67%
Nov. 2, 2023 BO 1.4 $93.97 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.3 $98.28 @$100.00
May 4, 2023 BO 1.4 $83.39 @$85.00
Feb. 9, 2023 BO 1.5 $91.31 @$90.00
Aug. 4, 2022 BO 1.5 $75.20 @$75.00
May 3, 2022 BO 1.6 $71.45 @$70.00
Feb. 9, 2022 AC 1.7 $95.05 @$95.00
Nov. 3, 2021 AC 1.8 $97.77 @$100.00

 
 
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