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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (BSAC) - NYSE Next Earnings Date: OS Estimate: Sept. 18, 2025 BO
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 0.8
Avg Daily Volume: 268,772    Market Cap: 11.3B
Sector: Financial    Short Interest: 0.09
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
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 $2.35
($24.23)
9.4% -2.18% I -0.57% I $24.09 $2.35
( $24.09 )
0.0%
Jan. 31, 2025 BO 0.9 $20.39 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 28, 2022 BO 1.2 $14.52 @$15.00

 
 
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