Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Butterfly Network (BFLY) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 8.8
Avg Daily Volume: 7,105,214    Market Cap: 2.4B
Sector: Healthcare    Short Interest: 12.28
Live Interactive Chart
Days to Next Earnings: 70 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 8.8 $7.10 @$7.50 $1.88
($7.10)
25.07% 18.16% I 15.07% I $8.17 $1.77
( $8.17 )
-5.85%
April 30, 2026 BO 9.1 $4.92 @$5.00 $1.12
($4.92)
22.4% -14.83% I -2.64% I $4.79 $0.83
( $4.79 )
-25.89%
Feb. 26, 2026 BO 7.3 $3.10 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2025 BO 6.7 $2.04 @$2.00
Aug. 1, 2025 BO 6.7 $1.71 @$1.50
May 2, 2025 BO 7.1 $2.34 @$2.50
Feb. 28, 2025 BO 6.6 $3.73 @$3.50
Nov. 1, 2024 BO 6.6 $1.78 @$2.00
Aug. 1, 2024 AC 6.3 $1.01 @$1.00
Feb. 28, 2024 AC 5.8 $1.48 @$1.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US