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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BorgWarner Inc. (BWA) - NYSE Next Earnings Date: Estimated on July 30, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.3
Avg Daily Volume: 3,718,060    Market Cap: 14.7B
Sector: Consumer Goods    Short Interest: 4.94
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
May 6, 2026 BO 3.4 $57.26 @$57.50 $6.03
($57.26)
10.49% 5.16% I 3.75% I $59.41 $3.82
( $59.41 )
-36.65%
Feb. 11, 2026 BO 2.7 $53.98 @$55.00 $3.60
($53.98)
6.55% 27.49% O 22.45% O $66.10 $11.85
( $66.10 )
229.17%
Oct. 30, 2025 BO 2.8 $42.83 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 2.8 $34.53 @$35.00
May 7, 2025 BO 2.9 $29.00 @$30.00
Feb. 6, 2025 BO 3.0 $31.17 @$30.00
Oct. 31, 2024 BO 3.0 $33.55 @$32.50
July 31, 2024 BO 2.8 $32.45 @$32.50
May 2, 2024 BO 2.7 $32.87 @$32.50
Feb. 8, 2024 BO 2.5 $33.83 @$35.00

 
 
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