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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (SAN) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.7
Avg Daily Volume: 8,790,630    Market Cap: 164.4B
Sector: Financial Services    Short Interest: 0.22
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 28, 2026 BO 1.6 $12.47 @$12.00 $1.17
($12.47)
9.75% -6.73% I -6.25% I $11.69 $0.78
( $11.69 )
-33.33%
July 22, 2026 BO 1.7 $13.65 @$14.00 $0.83
($13.65)
5.93% 2.05% I 0.65% I $13.74 $0.93
( $13.74 )
12.05%
April 29, 2026 BO 1.9 $12.07 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 BO 1.7 $13.06 @$13.00
Oct. 29, 2025 BO 1.8 $10.06 @$10.00
July 30, 2025 BO 2.0 $8.92 @$9.00
April 30, 2025 BO 1.8 $7.40 @$7.00
Feb. 5, 2025 BO 1.5 $5.13 @$5.00
Oct. 29, 2024 BO 1.6 $5.00 @$5.00
July 24, 2024 BO 1.7 $4.94 @$5.00

 
 
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