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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Shell PLC (SHEL) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.1
Avg Daily Volume: 4,503,372    Market Cap: 214.51B
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 31, 2024 BO 1.1 $65.58 @$66.00 $3.12
($65.58)
4.73% 3.21% I 3.0% I $67.55 $3.43
( $67.55 )
9.94%
Aug. 1, 2024 BO 1.1 $73.22 @$73.00 $3.00
($73.22)
4.11% 1.69% I -0.38% I $72.94 $2.53
( $72.94 )
-15.67%
May 2, 2024 BO 1.2 $70.95 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 1.2 $62.91 @$63.00
Nov. 2, 2023 BO 1.1 $65.39 @$65.00
July 27, 2023 BO 1.1 $62.62 @$62.50
May 4, 2023 BO 1.1 $58.52 @$58.50
Feb. 2, 2023 BO 1.2 $58.32 @$57.50
Oct. 27, 2022 BO 0.7 $53.31 @$52.50
July 28, 2022 BO 0.1 $51.42 @$50.00

 
 
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