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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProShares S&P 500 Dynamic Buffer ETF (FB) - BAT Next Earnings Date: OS Estimate: Oct. 28, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 3.6
Avg Daily Volume: 1,219    Market Cap: 110.6B
Sector: Technology    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 152 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 27, 2022 AC 3.1 $174.95 @$175.00 $30.55
($174.95)
17.46% 19.19% O 17.59% O $205.73 $34.71
( $205.73 )
13.62%
Feb. 2, 2022 AC 2.4 $323.00 @$322.50 $29.57
($323.00)
9.17% -27.01% O -26.39% O $237.76 $85.27
( $237.76 )
188.37%
Oct. 25, 2021 AC 2.4 $328.69 @$327.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2021 AC 2.8 $373.28 @$375.00
April 28, 2021 AC 2.9 $307.10 @$307.50
Jan. 27, 2021 AC 2.9 $272.14 @$272.50
Oct. 29, 2020 AC 2.9 $280.83 @$280.00
July 30, 2020 AC 2.8 $234.50 @$235.00
April 29, 2020 AC 2.8 $194.19 @$195.00
Jan. 29, 2020 AC 2.6 $223.23 @$222.50

 
 
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