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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baxter International Inc. (BAX) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 4.2
Avg Daily Volume: 7,088,890    Market Cap: 13.8B
Sector: Healthcare    Short Interest: 6.32
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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
July 30, 2026 BO 3.7 $24.77 @$25.00 $2.65
($24.77)
10.6% 21.11% O 7.99% I $26.75 $2.55
( $26.75 )
-3.77%
April 30, 2026 BO 3.6 $16.90 @$17.00 $1.80
($16.90)
10.59% 6.62% I 4.02% I $17.58 $1.58
( $17.58 )
-12.22%
Feb. 12, 2026 BO 3.3 $22.27 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 2.9 $22.42 @$22.50
July 31, 2025 BO 2.3 $28.05 @$28.00
May 1, 2025 BO 2.4 $31.17 @$31.00
Feb. 13, 2025 BO 2.6 $30.29 @$30.00
Nov. 8, 2024 BO 2.7 $36.04 @$36.00
Aug. 6, 2024 BO 2.5 $34.64 @$35.00
May 2, 2024 BO 2.5 $40.34 @$40.50

 
 
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