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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Charles Schwab Corporation (SCHW) - NYSE Next Earnings Date: Estimated on Jan. 15, 2025
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 2.5
Avg Daily Volume: 8,524,751    Market Cap: 132.03B
Sector: Financial    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 15, 2024 BO 2.5 $67.82 @$67.50 $5.62
($67.82)
8.33% 8.99% O 6.1% I $71.96 $6.13
( $71.96 )
9.07%
July 16, 2024 BO 2.3 $75.07 @$75.00 $5.01
($75.07)
6.68% -10.23% O -10.17% O $67.43 $7.87
( $67.43 )
57.09%
April 15, 2024 BO 2.3 $70.03 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 17, 2024 BO 2.1 $64.31 @$65.00
Oct. 16, 2023 BO 2.0 $51.33 @$52.50
July 18, 2023 BO 1.7 $58.64 @$57.50
April 17, 2023 BO 1.8 $50.77 @$50.00
Jan. 18, 2023 BO 1.7 $83.49 @$82.50
Oct. 17, 2022 BO 1.7 $68.98 @$70.00
July 18, 2022 BO 1.8 $62.18 @$62.50

 
 
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