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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.5
Avg Daily Volume: 6,869,505    Market Cap: 26.09B
Sector: Technology    Short Interest: 7.05
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 28, 2024 BO 3.6 $71.25 @$71.00 $9.23
($71.25)
13.0% -6.49% I 1.38% I $72.24 $6.59
( $72.24 )
-28.6%
July 29, 2024 BO 3.5 $70.17 @$70.00 $8.03
($70.17)
11.47% 14.12% O 11.54% O $78.27 $9.50
( $78.27 )
18.31%
April 29, 2024 BO 3.6 $68.06 @$68.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 BO 3.5 $70.83 @$71.00
Oct. 30, 2023 BO 3.0 $83.52 @$84.00
July 31, 2023 BO 3.0 $105.09 @$105.00
May 1, 2023 BO 3.1 $71.96 @$72.00
Feb. 6, 2023 BO 3.3 $80.89 @$81.00
Oct. 31, 2022 BO 3.5 $67.48 @$67.00
Aug. 1, 2022 BO 3.5 $66.78 @$67.00

 
 
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