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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Main International ETF (INTL) - BAT Next Earnings Date: OS Estimate: Oct. 21, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 2.0
Avg Daily Volume: 26,828    Market Cap: 1.13B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 162 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 6, 2020 AC 1.9 $37.21 @$35.00 $4.23
($37.21)
12.09% 12.84% O 10.69% I $41.19 $6.75
( $41.19 )
59.57%
Aug. 8, 2019 AC 1.9 $36.68 @$35.00 $2.83
($36.68)
8.09% -4.52% I -0.21% I $36.60 $2.40
( $36.60 )
-15.19%
May 7, 2019 AC 1.9 $39.48 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2019 AC 1.9 $39.68 @$40.00
Dec. 11, 2018 AC 1.8 $39.65 @$40.00
Aug. 6, 2018 AC 2.0 $55.50 @$55.00
May 8, 2018 AC 2.1 $46.39 @$45.00
Feb. 7, 2018 AC 2.2 $40.27 @$40.00
Dec. 13, 2017 AC 2.0 $43.21 @$45.00
Aug. 8, 2017 AC 2.1 $38.71 @$40.00

 
 
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