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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kratos Defense & Security Solutions (KTOS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 18, 2026 AC
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 3.9
Avg Daily Volume: 2,786,408    Market Cap: 13.1B
Sector: Services    Short Interest: 6.38
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Days to Next Earnings: 79 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Nov. 4, 2025 AC 3.8 $90.22 @$90.00 $13.50
($90.22)
15.0% -15.92% O -14.19% I $77.41 $14.52
( $77.41 )
7.56%
Aug. 7, 2025 AC 3.5 $59.08 @$59.00 $6.60
($59.08)
11.19% 11.93% O 8.12% I $63.88 $5.75
( $63.88 )
-12.88%
May 7, 2025 AC 3.9 $36.06 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 AC 3.7 $17.95 @$17.50
Aug. 3, 2023 AC 3.4 $14.43 @$15.00

 
 
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