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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SES AI Corporation (SES) - NYSE Next Earnings Date: OS Estimate: Sept. 1, 2026 AC
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 6.4
Avg Daily Volume: 15,789,591    Market Cap: 193.0M
Sector: Consumer Cyclical    Short Interest: 11.67
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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, 2026 AC 7.3 $0.56 @$0.50 $0.08
($0.56)
16.0% 5.35% I 1.78% I $0.57 $0.08
( $0.57 )
0.0%
April 23, 2026 AC 7.3 $1.22 @$1.00 $0.45
($1.22)
45.0% 10.65% I -4.91% I $1.16 $0.30
( $1.16 )
-33.33%
March 4, 2026 AC 6.3 $1.71 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 6.1 $2.23 @$2.00
Aug. 4, 2025 AC 5.7 $1.37 @$1.50
April 24, 2025 AC 4.5 $0.87 @$1.00
Feb. 25, 2025 AC 4.6 $0.84 @$1.00
July 29, 2024 AC 4.9 $1.30 @$2.50
May 2, 2024 AC 5.1 $1.48 @$2.50
Feb. 26, 2024 AC 4.9 $1.49 @$2.50

 
 
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