Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: OS Estimate: Feb. 16, 2026 AC
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 2.6
Avg Daily Volume: 63,153,997    Market Cap: 3.7B
Sector: None    Short Interest: 16.44
Live Interactive Chart
Days to Next Earnings: 104 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Oct. 29, 2025 AC 2.9 $3.83 @$4.00 $0.66
($3.83)
16.5% 4.43% I 2.08% I $3.91 $0.45
( $3.91 )
-31.82%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 17, 2025 AC 3.7 $3.53 @$4.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US