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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: Nov. 13, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 1.8
Avg Daily Volume: 1,211,251    Market Cap: 15.5B
Sector: Utilities    Short Interest: 0.8
Live Interactive Chart
Days to Next Earnings: 69 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
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 $1.23
($20.02)
6.15% 2.34% I 1.49% I $20.32 $1.02
( $20.32 )
-17.07%
March 25, 2025 BO 1.4 $17.22 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 12, 2023 AC 1.5 $10.58 @$10.00

 
 
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