Optionslam.com

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

 
Banco Santander (SAN) - NYSE Next Earnings Date: OS Estimate: Sept. 9, 2026 BO
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 1.6
Avg Daily Volume: 17,219,862    Market Cap: 213.9B
Sector: Financial Services    Short Interest: 0.73
Live Interactive Chart
Days to Next Earnings: 56 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
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 $0.75
($12.07)
6.25% 1.57% I -0.74% I $11.98 $0.78
( $11.98 )
4.0%
Feb. 3, 2026 BO 1.7 $13.06 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 30, 2024 BO 1.6 $5.04 @$5.00

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