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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Butterfly Network (BFLY) - NYSE Next Earnings Date: Estimated on July 31, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 8.8
Avg Daily Volume: 7,659,055    Market Cap: 2.3B
Sector: None    Short Interest: 10.66
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
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 $0.70
($3.10)
23.33% 60.0% O 50.64% O $4.67 $1.50
( $4.67 )
114.29%
Oct. 31, 2025 BO 6.7 $2.04 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 AC 5.5 $0.97 @$2.50

 
 
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