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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Realty Income Corporation (O) - NYSE Next Earnings Date: OS Estimate: Feb. 18, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 0.7
Avg Daily Volume: 4,789,180    Market Cap: 44.94B
Sector: Financial    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 4, 2024 AC 0.7 $59.29 @$60.00 $2.28
($59.29)
3.8% -2.31% I -0.79% I $58.82 $2.08
( $58.82 )
-8.77%
Aug. 5, 2024 AC 0.6 $59.18 @$60.00 $2.27
($59.18)
3.78% 3.66% I 2.12% I $60.44 $1.73
( $60.44 )
-23.79%
May 6, 2024 AC 0.7 $55.45 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2024 AC 0.7 $52.47 @$52.50
Nov. 6, 2023 AC 0.7 $50.46 @$50.00
Aug. 2, 2023 AC 0.7 $60.37 @$60.00
May 3, 2023 AC 0.8 $60.97 @$60.00
Feb. 21, 2023 AC 0.8 $65.22 @$65.00
Nov. 2, 2022 AC 0.9 $61.07 @$60.00
Aug. 3, 2022 AC 1.0 $72.00 @$72.50

 
 
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