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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConocoPhillips (COP) - NYSE Next Earnings Date: Estimated on Feb. 5, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.1
Avg Daily Volume: 6,770,469    Market Cap: 112.9B
Sector: Basic Materials    Short Interest: 1.27
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Nov. 6, 2025 BO 1.1 $87.70 @$87.50 $5.46
($87.70)
6.24% -2.42% I -2.32% I $85.66 $4.70
( $85.66 )
-13.92%
Aug. 7, 2025 BO 1.2 $93.11 @$93.00 $4.50
($93.11)
4.84% 2.18% I -0.54% I $92.60 $3.32
( $92.60 )
-26.22%
May 8, 2025 BO 1.2 $87.71 @$87.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 1.4 $115.59 @$116.00
May 4, 2023 BO 1.4 $96.09 @$96.00

 
 
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