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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KLA Corporation (KLAC) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.0
Avg Daily Volume: 1,282,999    Market Cap: 110.94B
Sector: Capital Goods    Short Interest: 1.9
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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 AC 2.1 $691.80 @$690.00 $63.65
($691.80)
9.22% -5.17% I -3.69% I $666.23 $52.60
( $666.23 )
-17.36%
July 24, 2024 AC 2.3 $755.77 @$760.00 $72.80
($755.77)
9.58% 4.76% I 0.93% I $762.81 $59.75
( $762.81 )
-17.93%
April 25, 2024 AC 2.3 $672.95 @$675.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 AC 2.2 $641.69 @$640.00
Oct. 25, 2023 AC 2.3 $454.84 @$455.00
July 27, 2023 AC 2.2 $482.35 @$482.50
April 26, 2023 AC 2.1 $357.36 @$355.00
Jan. 26, 2023 AC 2.2 $428.76 @$430.00
Oct. 26, 2022 AC 2.4 $306.40 @$307.50
July 28, 2022 AC 2.5 $369.98 @$370.00

 
 
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