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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ross Stores (ROST) - NASDAQ Next Earnings Date: Nov. 21, 2024 AC
EVR: 2.9
Avg Daily Volume: 2,625,233    Market Cap: 44.71B
Sector: Services    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 7.18%       Expires on: Nov. 22, 2024
Implied Move Monthly: 8.40%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Nov. 21, 2024 AC None $0.00 @$139.00 $11.70
($139.32)
8.4% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 22, 2024 AC 3.1 $152.52 @$152.50 $11.50
($152.52)
7.54% 7.26% I 1.76% I $155.21 $6.22
( $155.21 )
-45.91%
May 23, 2024 AC 2.9 $131.86 @$132.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2024 AC 3.1 $149.17 @$149.00
Nov. 16, 2023 AC 2.9 $120.15 @$120.00
Aug. 17, 2023 AC 3.1 $113.06 @$115.00
May 18, 2023 AC 3.1 $105.38 @$105.00
Feb. 28, 2023 AC 3.1 $110.54 @$111.00
Nov. 17, 2022 AC 2.6 $97.93 @$100.00
Aug. 18, 2022 AC 2.6 $92.00 @$90.00

 
 
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