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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SAP SE ADS (SAP) - NYSE Next Earnings Date: OS Estimate: April 22, 2026 BO
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 1.7
Avg Daily Volume: 3,354,410    Market Cap: 309.5B
Sector: Technology    Short Interest: 0.25
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
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 $22.95
($280.46)
8.2% -2.32% I -1.51% I $276.22 $23.75
( $276.22 )
3.49%
July 22, 2025 BO 1.4 $307.27 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 20, 2023 BO 1.9 $143.00 @$145.00

 
 
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