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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kratos Defense & Security Solutions (KTOS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.7
Avg Daily Volume: 4,143,955    Market Cap: 11.5B
Sector: Services    Short Interest: 5.04
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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, 2026 AC 3.8 $61.52 @$62.50 $7.70
($61.52)
12.32% -8.5% I -7.34% I $57.00 $7.12
( $57.00 )
-7.53%
Feb. 23, 2026 AC 3.9 $94.31 @$94.00 $19.10
($94.31)
20.32% -10.88% I -3.84% I $90.68 $16.05
( $90.68 )
-15.97%
Nov. 4, 2025 AC 3.8 $90.22 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 3.5 $59.08 @$59.00
May 7, 2025 AC 3.9 $36.06 @$35.00
Feb. 26, 2025 AC 4.0 $24.96 @$25.00
Nov. 7, 2024 AC 4.1 $23.82 @$25.00
Aug. 7, 2024 AC 4.1 $20.07 @$20.00
May 7, 2024 AC 4.3 $18.76 @$20.00
Feb. 13, 2024 AC 3.8 $17.80 @$17.50

 
 
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