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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConocoPhillips (COP) - NYSE Next Earnings Date: Aug. 6, 2026 BO
EVR: 1.1
Avg Daily Volume: 6,685,703    Market Cap: 146.8B
Sector: Energy    Short Interest: 1.7
Live Interactive Chart
Implied Move Weekly: 3.24%       Expires on: Aug. 7, 2026
Implied Move Monthly: 5.98%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
Aug. 6, 2026 BO None $0.00 @$115.00 $6.88
($115.04)
5.98% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 1.1 $87.70 @$87.50
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

 
 
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