Optionslam.com

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

 
Bank Nova Scotia Halifax Pfd 3 (BNS) - NYSE Next Earnings Date: OS Estimate: Aug. 25, 2026 BO
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 1.2
Avg Daily Volume: 3,097,248    Market Cap: 104.6B
Sector: Financial    Short Interest: 0.6
Live Interactive Chart
Days to Next Earnings: 47 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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, 2026 BO 1.2 $80.40 @$80.00 $3.67
($80.40)
4.59% 2.26% I 0.34% I $80.68 $3.15
( $80.68 )
-14.17%
Feb. 24, 2026 BO 1.4 $75.89 @$75.00 $3.80
($75.89)
5.07% 1.39% I -0.67% I $75.38 $3.12
( $75.38 )
-17.89%
Dec. 2, 2025 BO 1.3 $68.57 @$67.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 26, 2025 BO 1.2 $57.32 @$57.50
May 27, 2025 BO 1.3 $52.19 @$52.50
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

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