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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Imperial Oil Limited (IMO) - AMEX Next Earnings Date: OS Estimate: July 31, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 588,943    Market Cap: 36.85B
Sector: Basic Materials    Short Interest: 10.03
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 1, 2026 BO 1.5 $134.02 @$135.00 $8.75
($134.02)
6.48% -5.85% I -4.13% I $128.48 $9.12
( $128.48 )
4.23%
Jan. 30, 2026 BO 1.5 $105.71 @$105.00 $6.75
($105.71)
6.43% -6.06% I -4.21% I $101.25 $6.85
( $101.25 )
1.48%
Oct. 31, 2025 BO 1.6 $91.25 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2025 BO 1.7 $83.47 @$85.00
May 2, 2025 BO 1.7 $68.07 @$70.00
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

 
 
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