Optionslam.com

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

 
Rollins (ROL) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.6
Avg Daily Volume: 3,303,818    Market Cap: 27.3B
Sector: Services    Short Interest: 1.89
Live Interactive Chart
Days to Next Earnings: 61 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 22, 2026 AC 2.6 $55.32 @$55.00 $3.42
($55.32)
6.22% 3.83% I 3.01% I $56.99 $3.27
( $56.99 )
-4.39%
Feb. 11, 2026 AC 2.3 $65.60 @$65.00 $3.92
($65.60)
6.03% -15.6% O -10.53% O $58.69 $6.35
( $58.69 )
61.99%
Oct. 29, 2025 AC 2.3 $53.87 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 2.3 $55.16 @$55.00
April 23, 2025 AC 2.3 $54.93 @$55.00
Feb. 12, 2025 AC 2.4 $50.10 @$50.00
Oct. 23, 2024 AC 2.5 $49.75 @$50.00
July 24, 2024 AC 2.4 $49.95 @$50.00
April 24, 2024 AC 2.4 $42.87 @$42.50
Feb. 14, 2024 AC 2.5 $44.25 @$45.00

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