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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
XPO (XPO) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.4
Avg Daily Volume: 1,500,566    Market Cap: 14.56B
Sector: Services    Short Interest: 4.51
Live Interactive Chart
Days to Next Earnings: 78 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. 30, 2024 BO 4.0 $120.25 @$120.00 $14.70
($120.25)
12.25% 15.35% O 11.42% I $133.99 $16.38
( $133.99 )
11.43%
May 3, 2024 BO 3.9 $108.92 @$110.00 $14.25
($108.92)
12.95% 12.5% I 3.34% I $112.56 $7.92
( $112.56 )
-44.42%
Feb. 7, 2024 BO 3.4 $98.05 @$97.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2023 BO 2.9 $67.33 @$67.50
Aug. 4, 2023 BO 2.9 $68.47 @$67.50
May 4, 2023 BO 2.9 $44.40 @$45.00
Feb. 9, 2023 BO 2.5 $43.98 @$45.00
Oct. 31, 2022 BO 2.6 $30.10 @$50.00
Aug. 4, 2022 AC 2.9 $36.39 @$60.00
May 9, 2022 AC 2.8 $30.22 @$50.00

 
 
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