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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haleon plc (HLN) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.8
Avg Daily Volume: 8,934,040    Market Cap: 44.9B
Sector: None    Short Interest: 0.38
Live Interactive Chart
Days to Next Earnings: 128 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
Feb. 25, 2026 BO 1.6 $11.08 @$10.00 $1.17
($11.08)
11.7% -7.67% I -5.77% I $10.44 $0.35
( $10.44 )
-70.09%
July 31, 2025 BO 1.7 $9.64 @$10.00 $0.45
($9.64)
4.5% -2.48% I -2.17% I $9.43 $0.48
( $9.43 )
6.67%
Feb. 27, 2025 BO 1.7 $10.20 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 BO 1.9 $9.15 @$10.00
Feb. 29, 2024 BO 1.5 $8.06 @$7.50
Aug. 2, 2023 BO 0.2 $8.55 @$7.50
March 2, 2023 BO 0.0 $7.92 @$7.50

 
 
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