Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Of Montreal (BMO) - NYSE Next Earnings Date: OS Estimate: Dec. 1, 2026 BO
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 1.4
Avg Daily Volume: 749,006    Market Cap: 115.2B
Sector: Financial Services    Short Interest: 0.64
Live Interactive Chart
Days to Next Earnings: 56 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 25, 2026 BO 1.5 $172.35 @$170.00 $9.10
($172.35)
5.35% 1.54% I 0.64% I $173.46 $8.38
( $173.46 )
-7.91%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 4, 2025 BO 1.7 $126.76 @$125.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US