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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Borr Drilling Limited (BORR) - NYSE Next Earnings Date: OS Estimate: Oct. 15, 2026 AC
OS Projected Window: Oct. 12, 2026 to Oct. 17, 2026
EVR: 3.2
Avg Daily Volume: 5,089,923    Market Cap: 1.4B
Sector: Energy    Short Interest: 9.38
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Aug. 11, 2026 AC 2.9 $4.26 @$4.00 $0.47
($4.26)
11.75% -11.97% O -3.52% I $4.11 $0.32
( $4.11 )
-31.91%
May 20, 2026 AC 2.3 $6.18 @$6.00 $1.23
($6.18)
20.5% -19.74% I -8.73% I $5.64 $0.90
( $5.64 )
-26.83%
Feb. 18, 2026 AC 2.5 $5.78 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 2.3 $3.03 @$2.50
Aug. 13, 2025 AC 2.0 $2.61 @$2.50
May 21, 2025 AC 2.1 $1.61 @$1.50
Feb. 28, 2025 AC 2.0 $2.54 @$2.50
Nov. 6, 2024 AC 2.0 $4.41 @$5.00
Aug. 30, 2024 BO 2.2 $6.03 @$5.00
May 31, 2024 BO 2.5 $6.70 @$7.50

 
 
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