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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (BSAC) - NYSE Next Earnings Date: Estimated on July 30, 2026
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 1.0
Avg Daily Volume: 440,425    Market Cap: 15.4B
Sector: Financial    Short Interest: 0.23
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
April 30, 2026 BO 0.9 $32.10 @$30.00 $2.85
($32.10)
9.5% -3.23% I -0.37% I $31.98 $2.40
( $31.98 )
-15.79%
Jan. 30, 2026 BO 0.8 $36.99 @$35.00 $2.65
($36.99)
7.57% -5.21% I -4.78% I $35.22 $2.30
( $35.22 )
-13.21%
Oct. 30, 2025 BO 0.8 $28.30 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 0.9 $22.88 @$22.50
April 30, 2025 BO 0.9 $24.23 @$25.00
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

 
 
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