Optionslam.com

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

 
Transocean Ltd (Switzerland) (RIG) - NYSE Next Earnings Date: Estimated on Oct. 28, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.3
Avg Daily Volume: 41,282,752    Market Cap: 6.3B
Sector: Energy    Short Interest: 23.73
Live Interactive Chart
Days to Next Earnings: 47 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 5, 2026 AC 2.4 $5.14 @$5.00 $0.52
($5.14)
10.4% 6.8% I 0.38% I $5.16 $0.42
( $5.16 )
-19.23%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 2.9 $3.83 @$4.00
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

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