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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kratos Defense & Security Solutions (KTOS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.1
Avg Daily Volume: 3,923,344    Market Cap: 10.7B
Sector: Industrials    Short Interest: 5.09
Live Interactive Chart
Days to Next Earnings: 72 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Aug. 4, 2026 AC 3.7 $51.87 @$52.00 $8.05
($51.87)
15.48% 20.18% O 6.68% I $55.34 $7.33
( $55.34 )
-8.94%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 3.8 $90.22 @$90.00
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

 
 
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