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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
WK Kellogg Co (KLG) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.6
Avg Daily Volume: 904,071    Market Cap: 1.26B
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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. 7, 2024 BO 2.9 $16.84 @$17.50 $2.02
($16.84)
11.54% 18.88% O 16.68% O $19.65 $2.18
( $19.65 )
7.92%
Aug. 6, 2024 BO 2.8 $17.39 @$17.50 $1.62
($17.39)
9.26% -9.02% I -6.95% I $16.18 $1.00
( $16.18 )
-38.27%
May 7, 2024 BO 3.4 $23.54 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2024 BO 0.3 $12.61 @$12.50
Nov. 8, 2023 BO 0.0 $10.46 @$10.00

 
 
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