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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConocoPhillips (COP) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.1
Avg Daily Volume: 7,047,863    Market Cap: 142.7B
Sector: Basic Materials    Short Interest: 2.29
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
April 30, 2026 BO 1.1 $128.25 @$130.00 $8.97
($128.25)
6.9% -3.49% I -1.92% I $125.78 $8.07
( $125.78 )
-10.03%
Feb. 5, 2026 BO 1.1 $107.59 @$108.00 $6.45
($107.59)
5.97% -4.12% I -2.42% I $104.98 $6.60
( $104.98 )
2.33%
Nov. 6, 2025 BO 1.1 $87.70 @$87.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 1.2 $93.11 @$93.00
May 8, 2025 BO 1.2 $87.71 @$87.50
Feb. 6, 2025 BO 1.2 $100.21 @$100.00
Aug. 1, 2024 BO 1.2 $111.20 @$111.00
May 2, 2024 BO 1.3 $124.34 @$124.00
Feb. 8, 2024 BO 1.4 $112.32 @$112.00
Nov. 2, 2023 BO 1.3 $116.67 @$117.00

 
 
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