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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSCI Inc. (MSCI) - NYSE Next Earnings Date: Estimate: Jan. 28, 2025 BO
EVR: 2.9
Avg Daily Volume: 467,227    Market Cap: 43.82B
Sector: Technology    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
July 23, 2024 BO 2.7 $506.02 @$510.00 $33.15
($506.02)
6.5% 12.84% O 7.9% O $546.01 $41.40
( $546.01 )
24.89%
April 23, 2024 BO 2.2 $515.17 @$520.00 $35.60
($515.17)
6.85% -14.6% O -13.42% O $446.00 $74.80
( $446.00 )
110.11%
Jan. 30, 2024 BO 1.9 $550.95 @$550.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2023 BO 1.9 $481.99 @$480.00
July 25, 2023 BO 1.8 $502.75 @$500.00
April 25, 2023 BO 1.4 $544.61 @$540.00
Jan. 31, 2023 BO 1.3 $506.56 @$510.00
July 26, 2022 BO 1.4 $438.47 @$440.00
April 26, 2022 BO 1.2 $462.30 @$460.00
Jan. 27, 2022 BO 1.2 $492.13 @$490.00

 
 
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