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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Prudential Financial (PRU) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.6
Avg Daily Volume: 1,542,683    Market Cap: 39.42B
Sector: Financial    Short Interest: 1.55
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 30, 2024 AC 1.6 $126.64 @$125.00 $7.02
($126.64)
5.62% -3.3% I -3.28% I $122.48 $6.47
( $122.48 )
-7.83%
Aug. 1, 2024 AC 1.3 $122.49 @$120.00 $6.35
($122.49)
5.29% -11.42% O -9.98% O $110.26 $10.55
( $110.26 )
66.14%
April 30, 2024 AC 1.3 $110.48 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 1.2 $103.39 @$105.00
Nov. 1, 2023 AC 1.3 $91.32 @$92.50
Aug. 1, 2023 AC 1.4 $96.34 @$97.50
May 2, 2023 AC 1.5 $83.54 @$82.50
Feb. 7, 2023 AC 1.5 $102.80 @$105.00
Nov. 1, 2022 AC 1.5 $106.00 @$105.00
Aug. 2, 2022 AC 1.7 $97.99 @$97.50

 
 
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