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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saul Centers (BFS) - NYSE Next Earnings Date: OS Estimate: Aug. 20, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 1.2
Avg Daily Volume: 57,626    Market Cap: 843.3M
Sector: Financial    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
May 7, 2026 AC 1.2 $34.20 @$35.00 $1.35
($34.20)
3.86% 3.59% I 2.89% I $35.19 $2.40
( $35.19 )
77.78%
Feb. 27, 2026 AC 1.1 $34.08 @$35.00 $2.40
($34.08)
6.86% -5.36% I 0.44% I $34.23 $2.48
( $34.23 )
3.33%
Nov. 6, 2025 AC 1.1 $29.88 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 1.2 $32.72 @$35.00
May 8, 2025 AC 1.1 $32.89 @$35.00
Feb. 28, 2025 AC 1.1 $37.45 @$35.00
Nov. 7, 2024 AC 1.2 $40.99 @$40.00
May 17, 2024 AC 1.2 $38.10 @$40.00
Feb. 29, 2024 AC 1.3 $36.19 @$35.00
Nov. 2, 2023 AC 1.3 $36.18 @$35.00

 
 
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