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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Automatic Data Processing (ADP) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 3,187,570    Market Cap: 90.4B
Sector: Technology    Short Interest: 3.83
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
April 29, 2026 BO 1.5 $199.17 @$200.00 $13.20
($199.17)
6.6% 8.03% O 7.97% O $215.06 $18.00
( $215.06 )
36.36%
Jan. 28, 2026 BO 1.6 $254.51 @$255.00 $16.50
($254.51)
6.47% -2.43% I -1.5% I $250.69 $11.10
( $250.69 )
-32.73%
Oct. 29, 2025 BO 1.5 $279.63 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 1.7 $308.64 @$307.50
April 30, 2025 BO 1.8 $295.77 @$295.00
Jan. 29, 2025 BO 1.9 $298.31 @$297.50
Oct. 30, 2024 BO 2.1 $287.95 @$287.50
July 31, 2024 BO 2.0 $257.74 @$260.00
May 1, 2024 BO 2.1 $241.89 @$242.50
Jan. 31, 2024 BO 2.0 $238.59 @$237.50

 
 
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