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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
United Parcel Service (UPS) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.6
Avg Daily Volume: 3,779,150    Market Cap: 130.77B
Sector: Services    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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 2.4 $131.41 @$131.00 $10.73
($131.41)
8.19% 10.34% O 5.28% I $138.35 $8.80
( $138.35 )
-17.99%
July 23, 2024 BO 2.2 $145.18 @$145.00 $10.75
($145.18)
7.41% -13.92% O -12.05% O $127.68 $18.57
( $127.68 )
72.74%
April 23, 2024 BO 2.5 $145.36 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2024 BO 2.4 $158.02 @$157.50
Oct. 26, 2023 BO 2.4 $146.93 @$147.00
Aug. 8, 2023 BO 2.8 $182.15 @$182.50
April 25, 2023 BO 2.7 $195.85 @$195.00
Jan. 31, 2023 BO 2.9 $176.97 @$177.50
Oct. 25, 2022 BO 3.1 $167.55 @$167.50
July 26, 2022 BO 3.3 $187.91 @$187.50

 
 
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