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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Kraft Heinz Company (KHC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.7
Avg Daily Volume: 8,733,381    Market Cap: 41.71B
Sector: None    Short Interest: 2.46
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 30, 2024 BO 1.7 $34.80 @$35.00 $1.80
($34.80)
5.14% -5.08% I -3.07% I $33.73 $1.52
( $33.73 )
-15.56%
July 31, 2024 BO 1.6 $33.84 @$34.00 $1.76
($33.84)
5.18% 5.4% O 4.04% I $35.21 $1.64
( $35.21 )
-6.82%
May 1, 2024 BO 1.5 $38.61 @$38.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 BO 1.4 $36.13 @$35.00
Nov. 1, 2023 BO 1.5 $31.46 @$31.50
Aug. 2, 2023 BO 1.6 $35.88 @$36.00
May 3, 2023 BO 1.6 $39.45 @$39.50
Feb. 15, 2023 BO 1.7 $39.88 @$40.00
Oct. 26, 2022 BO 2.0 $37.06 @$37.00
July 27, 2022 BO 2.0 $38.64 @$38.50

 
 
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