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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tempur Sealy International (TPX) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.0
Avg Daily Volume: 1,454,816    Market Cap: 9.64B
Sector: Consumer Goods    Short Interest: 9.62
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
Nov. 7, 2024 BO 2.8 $49.87 @$50.00 $4.22
($49.87)
8.44% 13.01% O 8.28% I $54.00 $4.60
( $54.00 )
9.0%
Aug. 6, 2024 BO 3.0 $48.60 @$47.50 $5.97
($48.60)
12.57% -6.21% I -0.76% I $48.23 $2.90
( $48.23 )
-51.42%
May 7, 2024 BO 2.9 $50.13 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 3.2 $51.25 @$50.00
Nov. 2, 2023 BO 3.1 $40.40 @$40.00
Aug. 3, 2023 BO 3.1 $43.50 @$42.50
May 9, 2023 BO 3.5 $37.62 @$37.50
Feb. 9, 2023 BO 3.5 $41.07 @$40.00
Nov. 3, 2022 BO 3.6 $25.04 @$25.00
July 27, 2022 BO 3.6 $24.17 @$25.00

 
 
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