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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Macro S.A. ADR (representing Ten Class B (BMA) - NYSE Next Earnings Date: OS Estimate: Nov. 26, 2026 AC
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 2.3
Avg Daily Volume: 293,713    Market Cap: 4.7B
Sector: Financial Services    Short Interest: 0.74
Live Interactive Chart
Days to Next Earnings: 94 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Aug. 19, 2026 AC 2.5 $75.22 @$75.00 $9.40
($75.22)
12.53% -5.25% I -3.12% I $72.87 $8.80
( $72.87 )
-6.38%
May 27, 2026 AC 2.4 $85.26 @$85.00 $9.70
($85.26)
11.41% 6.96% I 2.97% I $87.80 $9.10
( $87.80 )
-6.19%
Feb. 25, 2026 AC 2.4 $89.38 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 26, 2025 AC 2.4 $82.21 @$80.00
Aug. 27, 2025 AC 2.3 $57.43 @$55.00
May 28, 2025 AC 2.4 $89.77 @$90.00
May 21, 2025 AC 2.6 $92.94 @$95.00
Feb. 26, 2025 AC 2.7 $87.93 @$90.00
Nov. 27, 2024 AC 2.7 $82.04 @$80.00
May 24, 2024 AC 2.8 $58.30 @$60.00

 
 
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