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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Itau Unibanco Banco Holding SA (ITUB) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.5
Avg Daily Volume: 19,999,136    Market Cap: 58.16B
Sector: None    Short Interest: None
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Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 4, 2024 AC 1.5 $6.08 @$6.00 $0.33
($6.08)
5.5% 5.09% I 3.45% I $6.29 $0.23
( $6.29 )
-30.3%
Aug. 6, 2024 AC 1.5 $5.95 @$6.00 $0.28
($5.95)
4.67% 1.68% I 1.17% I $6.02 $0.20
( $6.02 )
-28.57%
May 6, 2024 AC 1.7 $6.38 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 AC 1.6 $6.62 @$7.00
Nov. 6, 2023 AC 1.6 $5.72 @$6.00
Aug. 7, 2023 AC 1.7 $5.62 @$6.00
May 8, 2023 AC 1.8 $5.19 @$5.00
Feb. 7, 2023 AC 1.7 $4.67 @$4.50
Nov. 10, 2022 AC 1.7 $5.05 @$5.00
Aug. 8, 2022 AC 1.8 $4.89 @$5.00

 
 
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