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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: Feb. 24, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 1.4
Avg Daily Volume: 1,869,674    Market Cap: 83.4B
Sector: Financial    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 61 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
Dec. 2, 2025 BO 1.3 $68.57 @$67.50 $2.62
($68.57)
3.88% 3.54% I 2.88% I $70.55 $3.55
( $70.55 )
35.5%
Aug. 26, 2025 BO 1.2 $57.32 @$57.50 $2.18
($57.32)
3.79% 7.24% O 7.13% O $61.41 $4.33
( $61.41 )
98.62%
May 27, 2025 BO 1.3 $52.19 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2025 BO 1.3 $50.63 @$50.00
Dec. 3, 2024 BO 1.2 $56.77 @$57.50
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

 
 
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