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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
S&P Global Inc. (SPGI) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.7
Avg Daily Volume: 1,268,170    Market Cap: 132.80B
Sector: None    Short Interest: 0.73
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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. 24, 2024 BO 1.8 $510.92 @$510.00 $29.15
($510.92)
5.72% -3.69% I -3.46% I $493.21 $26.50
( $493.21 )
-9.09%
July 30, 2024 BO 1.9 $489.83 @$490.00 $24.40
($489.83)
4.98% 2.67% I -0.26% I $488.51 $17.30
( $488.51 )
-29.1%
April 25, 2024 BO 1.8 $413.28 @$412.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.7 $459.72 @$460.00
Nov. 2, 2023 BO 1.5 $351.40 @$352.50
July 27, 2023 BO 1.3 $428.41 @$430.00
April 27, 2023 BO 1.2 $340.07 @$340.00
Feb. 9, 2023 BO 1.2 $365.85 @$365.00
Oct. 27, 2022 BO 1.2 $311.53 @$312.50
Aug. 2, 2022 BO 1.3 $376.08 @$375.00

 
 
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