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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: OS Estimate: April 28, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.3
Avg Daily Volume: 58,172,874    Market Cap: 4.4B
Sector: None    Short Interest: 13.36
Live Interactive Chart
Days to Next Earnings: 59 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Feb. 19, 2026 AC 2.6 $6.36 @$6.00 $0.96
($6.36)
16.0% -3.93% I 2.51% I $6.52 $0.97
( $6.52 )
1.04%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2025 AC 3.5 $2.31 @$2.50
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

 
 
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