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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SAP SE ADS (SAP) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.8
Avg Daily Volume: 4,035,261    Market Cap: 215.3B
Sector: Technology    Short Interest: 0.62
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 23, 2026 BO 1.7 $174.02 @$175.00 $20.40
($174.02)
11.66% -6.9% I -6.18% I $163.25 $21.95
( $163.25 )
7.6%
Jan. 29, 2026 BO 1.2 $236.11 @$235.00 $21.20
($236.11)
9.02% -17.36% O -15.2% O $200.21 $35.78
( $200.21 )
68.77%
Oct. 22, 2025 BO 1.3 $280.46 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 BO 1.4 $307.27 @$310.00
April 22, 2025 BO 1.7 $250.54 @$250.00
Jan. 28, 2025 BO 1.8 $275.60 @$280.00
July 22, 2024 BO 1.9 $197.21 @$195.00
April 22, 2024 BO 2.0 $175.77 @$175.00
Jan. 24, 2024 BO 1.8 $163.38 @$165.00
Oct. 19, 2023 BO 2.1 $127.61 @$130.00

 
 
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