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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Imperial Oil Limited (IMO) - AMEX Next Earnings Date: OS Estimate: Jan. 30, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.5
Avg Daily Volume: 451,762    Market Cap: 36.85B
Sector: Basic Materials    Short Interest: 10.03
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Oct. 31, 2025 BO 1.6 $91.25 @$90.00 $6.33
($91.25)
7.03% -3.49% I -3.33% I $88.21 $5.15
( $88.21 )
-18.64%
Aug. 1, 2025 BO 1.7 $83.47 @$85.00 $4.65
($83.47)
5.47% -1.91% I -0.17% I $83.32 $4.80
( $83.32 )
3.23%
May 2, 2025 BO 1.7 $68.07 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2025 BO 1.7 $71.45 @$70.00
Nov. 1, 2024 BO 1.8 $74.48 @$75.00
Aug. 2, 2024 BO 1.7 $69.11 @$70.00
April 26, 2024 BO 1.8 $71.27 @$70.00
Feb. 2, 2024 BO 2.0 $57.18 @$55.00
Oct. 27, 2023 BO 2.0 $58.80 @$60.00
July 28, 2023 BO 1.9 $51.55 @$50.00

 
 
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