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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.5
Avg Daily Volume: 505,867    Market Cap: 20.40B
Sector: Healthcare    Short Interest: 8.62
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 1, 2024 BO 2.0 $323.11 @$320.00 $25.90
($323.11)
8.09% 20.5% O 19.83% O $387.21 $68.60
( $387.21 )
164.86%
July 31, 2024 BO 2.0 $327.66 @$330.00 $26.50
($327.66)
8.03% 8.33% O 2.63% I $336.28 $20.10
( $336.28 )
-24.15%
May 7, 2024 BO 2.1 $319.86 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 2.2 $324.85 @$320.00
Nov. 7, 2023 BO 2.2 $252.15 @$250.00
Aug. 2, 2023 BO 2.2 $274.40 @$270.00
May 9, 2023 BO 2.0 $296.50 @$300.00
Feb. 15, 2023 BO 2.1 $339.32 @$340.00
Aug. 2, 2022 BO 2.3 $365.55 @$370.00
May 3, 2022 BO 2.3 $302.38 @$300.00

 
 
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