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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Schlumberger N.V. (SLB) - NYSE Next Earnings Date: Jan. 17, 2025 BO
EVR: 1.8
Avg Daily Volume: 12,997,344    Market Cap: 75.73B
Sector: Basic Materials    Short Interest: 1.48
Live Interactive Chart
Implied Move Weekly: 3.70%       Expires on: Jan. 17, 2025
Implied Move Monthly: 7.65%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Jan. 17, 2025 BO None $41.09 @$40.00 $3.06
($41.09)
7.65% 8.29% O 6.05% I $43.58 $4.12
( $43.58 )
34.64%
Oct. 18, 2024 BO 1.8 $43.99 @$45.00 $3.49
($43.99)
7.76% -4.77% I -4.7% I $41.92 $3.95
( $41.92 )
13.18%
July 19, 2024 BO 1.8 $48.72 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 19, 2024 BO 1.7 $50.94 @$50.00
Jan. 19, 2024 BO 1.8 $48.56 @$47.50
Oct. 20, 2023 BO 1.9 $59.97 @$60.00
July 21, 2023 BO 1.9 $57.26 @$57.50
April 21, 2023 BO 1.9 $51.97 @$52.50
Jan. 20, 2023 BO 2.0 $57.38 @$57.50
Oct. 21, 2022 BO 1.7 $45.69 @$45.00

 
 
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