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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SandRidge Energy (SD) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.1
Avg Daily Volume: 312,252    Market Cap: 523.6M
Sector: Energy    Short Interest: 4.4
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 5, 2026 AC 2.2 $13.20 @$12.50 $1.17
($13.20)
9.36% 2.95% I 1.81% I $13.44 $1.25
( $13.44 )
6.84%
May 6, 2026 AC 2.0 $14.48 @$15.00 $1.05
($14.48)
7.0% 7.94% O 3.52% I $14.99 $0.77
( $14.99 )
-26.67%
March 4, 2026 AC 1.9 $18.08 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 1.8 $12.22 @$12.50
Aug. 6, 2025 AC 1.6 $10.11 @$10.00
May 7, 2025 AC 1.5 $9.39 @$10.00
March 10, 2025 AC 1.6 $11.25 @$10.00
March 5, 2025 AC 1.7 $10.98 @$10.00
Nov. 6, 2024 AC 1.7 $11.79 @$12.50
Nov. 4, 2024 AC 1.9 $11.12 @$10.00

 
 
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