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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Omnicom Group Inc. (OMC) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.8
Avg Daily Volume: 1,719,890    Market Cap: 19.12B
Sector: Services    Short Interest: 4.7
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 15, 2024 AC 2.0 $104.02 @$105.00 $7.10
($104.02)
6.76% -3.08% I 1.41% I $105.49 $5.43
( $105.49 )
-23.52%
July 16, 2024 AC 2.0 $95.35 @$95.00 $5.68
($95.35)
5.98% -6.95% O -4.01% I $91.52 $5.15
( $91.52 )
-9.33%
April 16, 2024 AC 2.1 $90.96 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 2.1 $89.00 @$90.00
Oct. 17, 2023 AC 2.2 $76.54 @$77.50
July 18, 2023 AC 2.0 $97.92 @$97.50
April 18, 2023 AC 2.1 $96.14 @$95.00
Feb. 7, 2023 AC 2.1 $90.92 @$90.00
Oct. 18, 2022 AC 2.2 $69.28 @$70.00
July 19, 2022 AC 2.2 $67.41 @$67.50

 
 
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