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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Church & Dwight Company (CHD) - NYSE Next Earnings Date: OS Estimate: July 31, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.7
Avg Daily Volume: 1,983,040    Market Cap: 23.0B
Sector: Consumer Goods    Short Interest: 3.22
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 1, 2026 BO 1.8 $97.06 @$95.00 $5.32
($97.06)
5.6% 3.66% I -1.07% I $96.02 $3.80
( $96.02 )
-28.57%
Jan. 30, 2026 BO 1.8 $91.96 @$90.00 $5.30
($91.96)
5.89% 7.25% O 4.66% I $96.25 $7.00
( $96.25 )
32.08%
Oct. 31, 2025 BO 1.6 $81.80 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2025 BO 1.7 $93.77 @$95.00
May 1, 2025 BO 1.6 $99.34 @$100.00
Jan. 31, 2025 BO 1.8 $107.12 @$105.00
Nov. 1, 2024 BO 1.7 $99.91 @$100.00
Aug. 2, 2024 BO 1.8 $100.01 @$100.00
May 2, 2024 BO 1.8 $106.26 @$105.00
Feb. 2, 2024 BO 1.8 $101.78 @$100.00

 
 
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