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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConocoPhillips (COP) - NYSE Next Earnings Date: Nov. 6, 2025 BO
EVR: 1.1
Avg Daily Volume: 6,600,784    Market Cap: 108.0B
Sector: Basic Materials    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 5.51%       Expires on: Nov. 7, 2025
Implied Move Monthly: 7.44%       Expires on: Nov. 21, 2025

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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 None $0.00 @$90.00 $6.70
($90.08)
7.44% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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