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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: OS Estimate: Oct. 27, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.9
Avg Daily Volume: 34,737,177    Market Cap: 2.9B
Sector: None    Short Interest: 14.86
Live Interactive Chart
Days to Next Earnings: 66 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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, 2025 AC 3.3 $2.81 @$3.00 $0.28
($2.81)
9.33% 4.62% I 3.55% I $2.91 $0.28
( $2.91 )
0.0%
April 28, 2025 AC 3.5 $2.31 @$2.50 $0.42
($2.31)
16.8% -7.79% I -4.76% I $2.20 $0.36
( $2.20 )
-14.29%
Feb. 17, 2025 AC 3.7 $3.53 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2024 AC 3.6 $3.98 @$4.00
July 31, 2024 AC 3.8 $5.79 @$6.00
April 29, 2024 AC 3.7 $5.82 @$6.00
Feb. 19, 2024 AC 3.9 $4.89 @$5.00
Oct. 30, 2023 AC 4.6 $6.63 @$6.50
July 31, 2023 AC 4.7 $8.80 @$9.00
May 1, 2023 AC 4.8 $5.95 @$6.00

 
 
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