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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of Marin Bancorp (BMRC) - NASDAQ Next Earnings Date: OS Estimate: Sept. 7, 2026 BO
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 1.9
Avg Daily Volume: 155,095    Market Cap: 458.0M
Sector: Financial Services    Short Interest: 5.2
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
July 27, 2026 BO 1.8 $28.77 @$30.00 $4.35
($28.77)
14.5% 7.47% I 5.31% I $30.30 $3.73
( $30.30 )
-14.25%
April 27, 2026 BO 1.9 $25.87 @$25.00 $2.40
($25.87)
9.6% -3.71% I -2.2% I $25.30 $2.40
( $25.30 )
0.0%
Jan. 26, 2026 BO 1.9 $26.42 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 BO 1.9 $24.47 @$25.00
July 28, 2025 BO 1.9 $23.78 @$25.00
April 28, 2025 BO 1.9 $20.82 @$20.00
Jan. 27, 2025 BO 1.8 $23.99 @$25.00
April 29, 2024 BO 1.7 $15.44 @$15.00
Jan. 29, 2024 BO 1.6 $21.04 @$20.00
Oct. 23, 2023 BO 1.7 $17.22 @$17.50

 
 
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