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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
EPAM Systems (EPAM) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.9
Avg Daily Volume: 1,485,121    Market Cap: 6.0B
Sector: Technology    Short Interest: 13.2
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
May 7, 2026 BO 5.1 $106.97 @$105.00 $12.35
($106.97)
11.76% -6.84% I -2.55% I $104.24 $6.90
( $104.24 )
-44.13%
Feb. 19, 2026 BO 4.7 $167.69 @$170.00 $23.20
($167.69)
13.65% -23.2% O -17.01% O $139.16 $33.72
( $139.16 )
45.34%
Nov. 6, 2025 BO 4.8 $160.91 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 5.1 $151.31 @$150.00
May 8, 2025 BO 4.9 $159.21 @$160.00
Feb. 20, 2025 BO 4.6 $258.11 @$260.00
Nov. 7, 2024 BO 4.2 $202.69 @$200.00
Aug. 8, 2024 BO 4.1 $208.17 @$210.00
May 9, 2024 BO 3.3 $249.20 @$250.00
Feb. 15, 2024 BO 3.1 $278.14 @$280.00

 
 
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