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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander Brasil SA (BSBR) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.3
Avg Daily Volume: 3,706,322    Market Cap: 21.6B
Sector: Financial Services    Short Interest: 0.18
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 29, 2026 BO 1.1 $5.48 @$5.00 $1.05
($5.48)
21.0% -7.29% I -6.93% I $5.10 $0.23
( $5.10 )
-78.1%
April 29, 2026 BO 1.1 $5.90 @$5.00 $1.12
($5.90)
22.4% -2.71% I -2.54% I $5.75 $0.83
( $5.75 )
-25.89%
Feb. 4, 2026 BO 1.2 $6.85 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 BO 1.1 $5.48 @$5.00
July 30, 2025 BO 1.0 $4.78 @$5.00
April 30, 2025 BO 1.0 $5.15 @$5.00
Feb. 5, 2025 BO 0.9 $4.53 @$5.00
Jan. 31, 2024 BO 0.8 $5.96 @$5.00
Oct. 25, 2023 BO 0.8 $5.45 @$5.00
July 26, 2023 BO 1.0 $6.19 @$5.00

 
 
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