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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Of Montreal (BMO) - NYSE Next Earnings Date: OS Estimate: Aug. 27, 2026 BO
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 1.5
Avg Daily Volume: 876,662    Market Cap: 112.8B
Sector: Financial    Short Interest: 0.86
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 27, 2026 BO 1.7 $161.84 @$160.00 $7.80
($161.84)
4.88% 0.98% I 0.79% I $163.13 $7.35
( $163.13 )
-5.77%
Feb. 25, 2026 BO 1.7 $142.30 @$140.00 $7.85
($142.30)
5.61% 4.71% I 4.09% I $148.13 $10.30
( $148.13 )
31.21%
Dec. 4, 2025 BO 1.7 $126.76 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 26, 2025 BO 1.7 $113.77 @$115.00
May 28, 2025 BO 1.7 $104.81 @$105.00
Feb. 25, 2025 BO 1.6 $99.78 @$100.00
Dec. 5, 2024 BO 1.5 $95.26 @$95.00
Aug. 27, 2024 BO 1.4 $88.77 @$90.00
May 29, 2024 BO 1.1 $96.11 @$95.00
Feb. 27, 2024 BO 1.0 $93.88 @$95.00

 
 
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