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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (SAN) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.7
Avg Daily Volume: 7,409,538    Market Cap: 175.7B
Sector: Financial    Short Interest: 0.53
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 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 $0.78
($13.06)
6.0% -9.49% O -6.35% O $12.23 $1.10
( $12.23 )
41.03%
Oct. 29, 2025 BO 1.8 $10.06 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 31, 2024 BO 1.7 $3.96 @$4.00

 
 
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