Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Compass (COMP) - NYSE Next Earnings Date: OS Estimate: May 26, 2026 AC
OS Projected Window: May 25, 2026 to May 30, 2026
EVR: 5.3
Avg Daily Volume: 20,691,535    Market Cap: 5.3B
Sector: None    Short Interest: 9.05
Live Interactive Chart
Days to Next Earnings: 58 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Feb. 26, 2026 AC 6.6 $10.00 @$10.00 $1.62
($10.00)
16.2% -5.0% I -2.5% I $9.75 $1.25
( $9.75 )
-22.84%
Nov. 4, 2025 BO 6.9 $7.78 @$8.00 $1.40
($7.78)
17.5% 10.41% I 7.45% I $8.36 $0.95
( $8.36 )
-32.14%
July 30, 2025 AC 7.3 $7.23 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 7.5 $7.73 @$8.00
Feb. 18, 2025 AC 6.9 $7.98 @$8.00
Oct. 30, 2024 AC 7.3 $5.56 @$5.50
July 31, 2024 AC 7.5 $4.39 @$4.50
Feb. 27, 2024 AC 8.4 $3.42 @$3.00
Nov. 6, 2023 AC 8.9 $2.12 @$2.50
Aug. 7, 2023 AC 9.0 $3.97 @$5.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US