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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kellanova (K) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.8
Avg Daily Volume: 1,928,290    Market Cap: 18.53B
Sector: Consumer Goods    Short Interest: 4.22
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Oct. 31, 2024 BO 1.9 $80.85 @$81.00 $1.30
($80.85)
1.6% -0.39% I -0.24% I $80.65 $1.35
( $80.65 )
3.85%
Aug. 1, 2024 BO 1.8 $58.15 @$57.50 $2.83
($58.15)
4.92% 6.89% O 6.7% O $62.05 $5.60
( $62.05 )
97.88%
May 2, 2024 BO 1.5 $56.98 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.5 $53.69 @$52.50
Nov. 8, 2023 BO 1.4 $50.90 @$50.00
Aug. 3, 2023 BO 1.5 $66.64 @$67.50
May 4, 2023 BO 1.5 $71.53 @$72.50
Feb. 9, 2023 BO 1.6 $67.20 @$67.50
Nov. 3, 2022 BO 1.4 $75.82 @$75.00
Aug. 4, 2022 BO 1.6 $73.96 @$75.00

 
 
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