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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Philip Morris International Inc (PM) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.5
Avg Daily Volume: 5,571,342    Market Cap: 146.35B
Sector: Consumer Goods    Short Interest: 0.46
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 22, 2024 BO 1.1 $118.96 @$119.00 $6.28
($118.96)
5.28% 10.93% O 10.46% O $131.41 $12.50
( $131.41 )
99.04%
July 23, 2024 BO 1.2 $107.22 @$107.00 $4.90
($107.22)
4.58% 3.86% I 2.18% I $109.56 $4.62
( $109.56 )
-5.71%
April 23, 2024 BO 1.1 $94.06 @$94.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.1 $91.44 @$91.00
Oct. 19, 2023 BO 1.2 $93.21 @$95.00
July 20, 2023 BO 1.2 $98.77 @$100.00
April 20, 2023 BO 1.2 $101.51 @$100.00
Feb. 9, 2023 BO 1.3 $101.29 @$101.00
Oct. 20, 2022 BO 1.3 $86.47 @$87.50
July 21, 2022 BO 1.4 $89.83 @$90.00

 
 
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