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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Roku (ROKU) - NASDAQ Next Earnings Date: Estimated on July 30, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 5.6
Avg Daily Volume: 2,693,198    Market Cap: 17.0B
Sector: None    Short Interest: 5.01
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
April 30, 2026 AC 5.9 $116.56 @$117.00 $16.02
($116.56)
13.69% 8.95% I 6.02% I $123.58 $10.48
( $123.58 )
-34.58%
Feb. 12, 2026 AC 6.2 $82.93 @$83.00 $13.03
($82.93)
15.7% 16.42% O 8.59% I $90.06 $7.97
( $90.06 )
-38.83%
Oct. 30, 2025 AC 6.2 $100.03 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 AC 6.2 $94.16 @$94.00
May 1, 2025 AC 6.4 $67.27 @$67.00
Feb. 13, 2025 AC 6.7 $86.80 @$87.00
Oct. 30, 2024 AC 6.7 $77.51 @$78.00
Aug. 1, 2024 AC 6.8 $55.33 @$55.00
April 25, 2024 AC 7.3 $62.81 @$63.00
Feb. 15, 2024 AC 6.7 $94.50 @$95.00

 
 
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