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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jefferies Financial Group Inc. (JEF) - NYSE Next Earnings Date: Estimated on Jan. 6, 2025
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 1.6
Avg Daily Volume: 1,506,038    Market Cap: 11.67B
Sector: None    Short Interest: 5.1
Live Interactive Chart
Days to Next Earnings: 45 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
Sept. 25, 2024 AC 1.6 $61.97 @$62.50 $4.23
($61.97)
6.77% -5.19% I -1.32% I $61.15 $3.32
( $61.15 )
-21.51%
June 26, 2024 AC 1.5 $46.01 @$45.00 $2.88
($46.01)
6.4% 8.12% O 6.32% I $48.92 $4.30
( $48.92 )
49.31%
March 27, 2024 AC 1.6 $46.13 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 28, 2022 AC 2.1 $29.71 @$30.00
June 27, 2022 AC 2.2 $27.95 @$27.50

 
 
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