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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SL Green Realty Corp (SLG) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.9
Avg Daily Volume: 691,139    Market Cap: 3.35B
Sector: Financial    Short Interest: 32.18
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 16, 2024 AC 2.0 $72.69 @$72.50 $7.10
($72.69)
9.79% 3.98% I 3.38% I $75.15 $6.83
( $75.15 )
-3.8%
July 18, 2024 AC 2.1 $60.80 @$60.00 $5.88
($60.80)
9.8% 2.3% I -0.04% I $60.77 $5.57
( $60.77 )
-5.27%
April 17, 2024 AC 2.0 $49.67 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 2.0 $45.61 @$45.00
Oct. 18, 2023 AC 1.7 $35.33 @$35.00
July 19, 2023 AC 1.3 $35.94 @$35.00
April 19, 2023 AC 1.4 $25.97 @$25.00
Jan. 25, 2023 AC 1.4 $37.63 @$37.50
Oct. 19, 2022 AC 1.4 $37.24 @$37.50
July 20, 2022 AC 1.4 $48.85 @$50.00

 
 
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