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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Credicorp Ltd. (BAP) - NYSE Next Earnings Date: OS Estimate: May 7, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.6
Avg Daily Volume: 567,718    Market Cap: 20.2B
Sector: Financial    Short Interest: 1.01
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
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 $12.25
($252.15)
4.9% -8.6% O 0.65% I $253.80 $10.40
( $253.80 )
-15.1%
Aug. 14, 2025 AC 1.4 $250.36 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 11, 2023 AC 1.7 $149.93 @$150.00

 
 
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