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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: OS Estimate: July 28, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.4
Avg Daily Volume: 36,107,367    Market Cap: 7.2B
Sector: None    Short Interest: 11.28
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Days to Next Earnings: 60 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
May 4, 2026 AC 2.3 $6.88 @$7.00 $0.71
($6.88)
10.14% -9.59% I -9.15% I $6.25 $0.88
( $6.25 )
23.94%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 3.3 $2.81 @$3.00
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

 
 
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