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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank Nova Scotia Halifax Pfd 3 (BNS) - NYSE Next Earnings Date: OS Estimate: Aug. 26, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 1.2
Avg Daily Volume: 2,025,286    Market Cap: 65.0B
Sector: Financial    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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, 2025 BO 1.3 $52.19 @$52.50 $1.48
($52.19)
2.82% -2.28% I 1.03% I $52.73 $1.55
( $52.73 )
4.73%
Feb. 25, 2025 BO 1.3 $50.63 @$50.00 $2.48
($50.63)
4.96% -2.7% I -1.52% I $49.86 $2.05
( $49.86 )
-17.34%
Dec. 3, 2024 BO 1.2 $56.77 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 27, 2024 BO 1.2 $48.59 @$50.00
May 28, 2024 BO 1.3 $47.78 @$50.00
Feb. 27, 2024 BO 1.2 $47.29 @$45.00
Nov. 28, 2023 BO 1.2 $44.22 @$45.00
Aug. 29, 2023 BO 1.1 $46.19 @$45.00
May 24, 2023 BO 1.3 $49.19 @$50.00
Feb. 28, 2023 BO 1.1 $52.70 @$55.00

 
 
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