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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Morgan Stanley (MS) - NYSE Next Earnings Date: Estimated on Jan. 16, 2025
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 2.0
Avg Daily Volume: 6,724,616    Market Cap: 151.21B
Sector: Financial    Short Interest: 1.31
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 16, 2024 BO 1.9 $112.22 @$110.00 $7.51
($112.22)
6.83% 8.22% O 6.49% I $119.51 $10.83
( $119.51 )
44.21%
July 16, 2024 BO 1.9 $105.26 @$105.00 $5.77
($105.26)
5.5% 3.65% I 0.91% I $106.22 $5.08
( $106.22 )
-11.96%
April 16, 2024 BO 1.9 $86.99 @$87.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 16, 2024 BO 1.9 $89.70 @$90.00
Oct. 18, 2023 BO 1.6 $80.33 @$80.00
July 18, 2023 BO 1.5 $86.37 @$87.50
April 19, 2023 BO 1.5 $89.85 @$90.00
Jan. 17, 2023 BO 1.4 $91.66 @$92.50
Oct. 14, 2022 BO 1.3 $79.32 @$79.00
July 14, 2022 BO 1.3 $74.98 @$75.00

 
 
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