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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Butterfly Network (BFLY) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 7.3
Avg Daily Volume: 6,970,211    Market Cap: 535.5M
Sector: None    Short Interest: 6.96
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Oct. 31, 2025 BO 6.7 $2.04 @$2.00 $0.47
($2.04)
23.5% 35.78% O 31.86% O $2.69 $0.75
( $2.69 )
59.57%
Aug. 1, 2025 BO 6.7 $1.71 @$1.50 $0.15
($1.71)
10.0% -19.88% O -18.12% O $1.40 $0.25
( $1.40 )
66.67%
May 2, 2025 BO 7.1 $2.34 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 AC 5.5 $0.97 @$2.50
Aug. 3, 2023 BO 5.8 $2.35 @$2.50
May 11, 2023 BO 5.3 $2.23 @$2.50

 
 
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