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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bristol (BMY) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.1
Avg Daily Volume: 10,405,187    Market Cap: 123.7B
Sector: Healthcare    Short Interest: 1.59
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
April 30, 2026 BO 2.1 $57.59 @$57.50 $3.66
($57.59)
6.37% 5.53% I 5.2% I $60.59 $3.85
( $60.59 )
5.19%
Feb. 5, 2026 BO 2.0 $57.62 @$57.50 $3.08
($57.62)
5.36% 5.1% I 3.29% I $59.52 $3.00
( $59.52 )
-2.6%
Oct. 30, 2025 BO 2.0 $42.60 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 1.9 $45.98 @$46.00
April 24, 2025 BO 2.0 $48.53 @$49.00
Feb. 6, 2025 BO 1.9 $59.71 @$60.00
Oct. 31, 2024 BO 1.8 $52.66 @$52.50
July 26, 2024 BO 1.5 $45.27 @$45.00
April 25, 2024 BO 1.2 $48.86 @$49.00
Feb. 2, 2024 BO 1.2 $48.67 @$48.50

 
 
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