Optionslam.com

   
    Log In | Join US    
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: 5,909,433    Market Cap: 151.21B
Sector: Financial    Short Interest: 1.31
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 4.64%       Expires on: Jan. 17, 2025
Implied Move Monthly: 7.58%       Expires on: Feb. 21, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Jan. 16, 2025 BO None $0.00 @$125.00 $9.45
($124.62)
7.58% -None% I -None% I $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 16, 2024 BO 1.9 $86.99 @$87.50
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US