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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander Brasil SA (BSBR) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.2
Avg Daily Volume: 594,877    Market Cap: 23.7B
Sector: Financial    Short Interest: 0.1
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 29, 2025 BO 1.1 $5.48 @$5.00 $0.95
($5.48)
19.0% 4.01% I 2.0% I $5.59 $0.65
( $5.59 )
-31.58%
July 30, 2025 BO 1.0 $4.78 @$5.00 $0.30
($4.78)
6.0% -3.34% I -0.41% I $4.76 $2.40
( $4.76 )
700.0%
April 30, 2025 BO 1.0 $5.15 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2023 BO 1.1 $5.28 @$5.00
Feb. 2, 2023 BO 1.1 $5.37 @$5.00
Oct. 28, 2022 BO 1.0 $5.43 @$5.00

 
 
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