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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: OS Estimate: Feb. 17, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 3.7
Avg Daily Volume: 18,747,565    Market Cap: 5.35B
Sector: None    Short Interest: 17.94
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 3.6 $3.98 @$4.00 $0.45
($3.98)
11.25% 10.55% I 9.04% I $4.34 $0.51
( $4.34 )
13.33%
July 31, 2024 AC 3.8 $5.79 @$6.00 $0.64
($5.79)
10.67% -7.08% I -5.69% I $5.46 $0.66
( $5.46 )
3.13%
April 29, 2024 AC 3.7 $5.82 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2024 AC 3.9 $4.89 @$5.00
Oct. 30, 2023 AC 4.6 $6.63 @$6.50
July 31, 2023 AC 4.7 $8.80 @$9.00
May 1, 2023 AC 4.8 $5.95 @$6.00
Feb. 21, 2023 AC 4.6 $6.84 @$7.00
Nov. 2, 2022 AC 4.4 $3.61 @$3.50
Aug. 1, 2022 AC 3.9 $3.22 @$3.00

 
 
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