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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (SAN) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.7
Avg Daily Volume: 3,233,797    Market Cap: 143.9B
Sector: Financial    Short Interest: 0.04
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 29, 2025 BO 1.8 $10.06 @$10.00 $0.57
($10.06)
5.7% 4.07% I 2.88% I $10.35 $0.55
( $10.35 )
-3.51%
July 30, 2025 BO 2.0 $8.92 @$9.00 $0.50
($8.92)
5.56% -2.57% I -1.9% I $8.75 $0.45
( $8.75 )
-10.0%
April 30, 2025 BO 1.8 $7.40 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 31, 2024 BO 1.7 $3.96 @$4.00
Oct. 25, 2023 BO 1.9 $3.52 @$4.00
July 26, 2023 BO 1.8 $3.87 @$4.00

 
 
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