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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Credicorp Ltd. (BAP) - NYSE Next Earnings Date: OS Estimate: Aug. 13, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 1.6
Avg Daily Volume: 613,632    Market Cap: 36.1B
Sector: Financial    Short Interest: 1.42
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Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
May 14, 2026 AC 1.6 $327.69 @$330.00 $35.60
($327.69)
10.79% -4.25% I -3.47% I $316.31 $38.70
( $316.31 )
8.71%
Feb. 12, 2026 AC 1.6 $341.05 @$340.00 $19.10
($341.05)
5.62% -6.71% O -3.29% I $329.81 $14.15
( $329.81 )
-25.92%
Nov. 13, 2025 AC 1.4 $252.15 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2025 AC 1.4 $250.36 @$250.00
May 15, 2025 AC 1.5 $208.52 @$210.00
Feb. 10, 2025 AC 1.6 $191.01 @$190.00
Nov. 7, 2024 AC 1.6 $182.40 @$180.00
May 9, 2024 AC 1.8 $176.00 @$175.00
Feb. 8, 2024 AC 1.9 $152.10 @$150.00
Nov. 2, 2023 AC 1.7 $128.50 @$130.00

 
 
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