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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ScanSource (SCSC) - NASDAQ Next Earnings Date: OS Estimate: Sept. 1, 2026 BO
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 4.1
Avg Daily Volume: 242,050    Market Cap: 868.4M
Sector: Technology    Short Interest: 4.09
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
May 7, 2026 BO 4.1 $40.93 @$40.00 $2.55
($40.93)
6.37% 11.28% O 5.76% I $43.29 $3.85
( $43.29 )
50.98%
Feb. 5, 2026 BO 3.6 $44.33 @$45.00 $4.75
($44.33)
10.56% -19.82% O -17.97% O $36.36 $8.75
( $36.36 )
84.21%
Nov. 6, 2025 BO 3.6 $41.87 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 21, 2025 BO 3.9 $42.53 @$45.00
May 8, 2025 BO 4.0 $36.12 @$35.00
Jan. 30, 2025 BO 3.8 $49.99 @$50.00
Nov. 7, 2024 BO 4.1 $50.41 @$50.00
May 7, 2024 BO 4.0 $44.03 @$45.00
Feb. 6, 2024 BO 3.5 $38.72 @$40.00
Nov. 9, 2023 BO 3.9 $31.01 @$30.00

 
 
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