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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SandRidge Energy (SD) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.2
Avg Daily Volume: 352,348    Market Cap: 529.6M
Sector: Basic Materials    Short Interest: 3.72
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 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 $1.57
($18.08)
8.97% -7.07% I -4.48% I $17.27 $1.20
( $17.27 )
-23.57%
Nov. 5, 2025 AC 1.8 $12.22 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 5, 2024 AC 2.2 $12.05 @$12.50

 
 
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