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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Financial Group Inc. (JEF) - NYSE Next Earnings Date: OS Estimate: June 25, 2025 AC
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 2.2
Avg Daily Volume: 2,314,595    Market Cap: 11.6B
Sector: None    Short Interest: 1.37
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
March 26, 2025 AC 1.9 $60.29 @$60.00 $5.25
($60.29)
8.75% -11.89% O -9.85% O $54.35 $6.33
( $54.35 )
20.57%
Jan. 8, 2025 AC 1.6 $80.13 @$80.00 $4.60
($80.13)
5.75% -12.46% O -10.79% O $71.48 $8.58
( $71.48 )
86.52%
Sept. 25, 2024 AC 1.6 $61.97 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 26, 2024 AC 1.5 $46.01 @$45.00
March 27, 2024 AC 1.6 $46.13 @$45.00
Jan. 8, 2024 AC 1.6 $40.69 @$40.00
Sept. 27, 2023 AC 1.8 $36.24 @$35.00
June 27, 2023 AC 1.8 $31.94 @$32.50
March 28, 2023 AC 2.0 $30.20 @$30.00
Jan. 9, 2023 AC 2.0 $37.73 @$37.50

 
 
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