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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Yum! Brands (YUM) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.2
Avg Daily Volume: 1,694,685    Market Cap: 38.29B
Sector: Services    Short Interest: 2.41
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 5, 2024 BO 1.2 $132.76 @$135.00 $7.38
($132.76)
5.47% 3.15% I 1.47% I $134.72 $4.35
( $134.72 )
-41.06%
Aug. 6, 2024 BO 1.2 $133.32 @$135.00 $7.20
($133.32)
5.33% 4.91% I 2.64% I $136.85 $4.20
( $136.85 )
-41.67%
May 1, 2024 BO 1.1 $141.25 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 1.0 $127.27 @$125.00
Nov. 1, 2023 BO 1.1 $120.86 @$120.00
Aug. 2, 2023 BO 1.1 $136.36 @$135.00
May 3, 2023 BO 1.1 $142.90 @$145.00
Feb. 8, 2023 BO 1.2 $129.34 @$130.00
Nov. 2, 2022 BO 1.4 $118.15 @$120.00
Aug. 3, 2022 BO 1.4 $122.13 @$120.00

 
 
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