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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rockwell Automation (ROK) - NYSE Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 3.3
Avg Daily Volume: 866,410    Market Cap: 30.3B
Sector: Industrial Goods    Short Interest: 2.76
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
Feb. 10, 2025 BO 2.9 $268.40 @$270.00 $19.30
($268.40)
7.15% 15.01% O 12.64% O $302.34 $33.23
( $302.34 )
72.18%
Nov. 7, 2024 BO 3.1 $294.00 @$290.00 $22.95
($294.00)
7.91% -6.14% I -5.75% I $277.09 $15.10
( $277.09 )
-34.2%
Aug. 7, 2024 BO 3.2 $250.77 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 BO 3.1 $277.39 @$280.00
Jan. 31, 2024 BO 2.7 $307.22 @$310.00
Nov. 2, 2023 BO 2.9 $266.98 @$270.00
Aug. 1, 2023 BO 2.8 $336.29 @$340.00
April 27, 2023 BO 2.9 $270.63 @$270.00
Jan. 26, 2023 BO 2.8 $278.08 @$280.00
Nov. 2, 2022 BO 2.9 $255.65 @$260.00

 
 
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