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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Rollins (ROL) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.4
Avg Daily Volume: 1,644,824    Market Cap: 21.98B
Sector: Services    Short Interest: 2.77
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 23, 2024 AC 2.5 $49.75 @$50.00 $3.28
($49.75)
6.56% -7.63% O -6.57% O $46.48 $4.67
( $46.48 )
42.38%
July 24, 2024 AC 2.4 $49.95 @$50.00 $3.65
($49.95)
7.3% -6.62% I -6.44% I $46.73 $3.58
( $46.73 )
-1.92%
April 24, 2024 AC 2.4 $42.87 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 2.5 $44.25 @$45.00
Oct. 25, 2023 AC 2.3 $34.33 @$35.00
July 26, 2023 AC 2.1 $44.80 @$45.00
April 26, 2023 AC 2.1 $39.32 @$40.00
Feb. 15, 2023 AC 2.3 $35.91 @$35.00
Oct. 26, 2022 BO 2.1 $35.94 @$35.00
July 27, 2022 BO 2.2 $36.22 @$35.00

 
 
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