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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Companhia de saneamento Basico Do Estado De Sao Paulo (SBS) - NYSE Next Earnings Date: OS Estimate: March 26, 2026 AC
OS Projected Window: March 23, 2026 to March 28, 2026
EVR: 1.7
Avg Daily Volume: 1,202,960    Market Cap: 17.6B
Sector: Utilities    Short Interest: 0.45
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Nov. 10, 2025 AC 1.8 $25.69 @$25.00 $1.00
($25.69)
4.0% 2.84% I 1.28% I $26.02 $0.90
( $26.02 )
-10.0%
Aug. 11, 2025 AC 1.4 $20.31 @$20.00 $1.55
($20.31)
7.75% 12.65% O 11.91% O $22.73 $3.60
( $22.73 )
132.26%
May 12, 2025 AC 1.5 $20.02 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 25, 2025 BO 1.4 $17.22 @$17.50
Nov. 11, 2024 AC 1.5 $15.96 @$15.00
Aug. 8, 2024 AC 1.3 $16.57 @$17.50
May 9, 2024 AC 1.4 $15.38 @$15.00
March 21, 2024 AC 1.4 $15.67 @$15.00
Nov. 9, 2023 AC 1.5 $12.32 @$12.50
Aug. 10, 2023 AC 1.4 $10.90 @$10.00

 
 
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