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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Korea Electric Power Corporation (KEP) - NYSE Next Earnings Date: OS Estimate: Jan. 1, 2025 AC
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 1.5
Avg Daily Volume: 87,327    Market Cap: 9.47B
Sector: Utilities    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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. 13, 2024 AC 1.4 $7.96 @$7.50 $0.55
($7.96)
7.33% 4.27% I 3.89% I $8.27 $0.95
( $8.27 )
72.73%
May 10, 2024 BO 1.2 $8.10 @$7.50 $0.93
($8.10)
12.4% -7.4% I -6.91% I $7.54 $0.17
( $7.54 )
-81.72%
Feb. 23, 2024 BO 1.1 $8.65 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2023 BO 0.9 $6.42 @$7.50
Aug. 11, 2023 BO 0.9 $7.19 @$7.50
May 12, 2023 BO 1.0 $7.27 @$7.50
Feb. 24, 2023 BO 1.0 $7.04 @$7.50
Nov. 11, 2022 BO 0.9 $6.82 @$7.50
Aug. 12, 2022 BO 0.9 $8.40 @$7.50
May 13, 2022 BO 0.9 $8.45 @$7.50

 
 
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