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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (BSAC) - NYSE Next Earnings Date: Estimated on Jan. 29, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 0.8
Avg Daily Volume: 308,578    Market Cap: 13.7B
Sector: Financial    Short Interest: 0.14
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Oct. 30, 2025 BO 0.8 $28.30 @$30.00 $2.88
($28.30)
9.6% 2.47% I 1.83% I $28.82 $2.40
( $28.82 )
-16.67%
July 31, 2025 BO 0.9 $22.88 @$22.50 $2.40
($22.88)
10.67% 1.7% I 0.56% I $23.01 $2.30
( $23.01 )
-4.17%
April 30, 2025 BO 0.9 $24.23 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2025 BO 0.9 $20.39 @$20.00
April 30, 2024 BO 0.9 $18.48 @$17.50
Feb. 2, 2024 BO 0.8 $19.06 @$20.00
Oct. 31, 2023 BO 0.9 $17.37 @$17.50
July 31, 2023 BO 0.9 $21.11 @$20.00
April 28, 2023 BO 1.0 $19.02 @$20.00
Feb. 3, 2023 BO 1.1 $16.98 @$17.50

 
 
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