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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PBF Energy Inc. (PBF) - NYSE Next Earnings Date: OS Estimate: Feb. 13, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.3
Avg Daily Volume: 2,395,110    Market Cap: 4.35B
Sector: Basic Materials    Short Interest: 12.27
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 31, 2024 BO 2.5 $28.83 @$29.00 $3.25
($28.83)
11.21% 4.64% I -1.07% I $28.52 $2.95
( $28.52 )
-9.23%
Aug. 1, 2024 BO 2.5 $40.75 @$41.00 $3.25
($40.75)
7.93% -5.91% I -3.8% I $39.20 $3.30
( $39.20 )
1.54%
May 2, 2024 BO 2.8 $52.19 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 BO 3.0 $52.24 @$50.00
Nov. 2, 2023 BO 3.1 $48.20 @$50.00
Aug. 3, 2023 BO 3.1 $47.41 @$47.00
May 5, 2023 BO 3.2 $31.43 @$31.00
Feb. 16, 2023 BO 3.0 $41.78 @$42.00
Oct. 27, 2022 BO 2.8 $44.78 @$45.00
July 28, 2022 BO 2.9 $31.14 @$31.00

 
 
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