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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SES AI Corporation (SES) - NYSE Next Earnings Date: OS Estimate: Jan. 6, 2026 AC
OS Projected Window: Jan. 5, 2026 to Jan. 10, 2026
EVR: 6.3
Avg Daily Volume: 7,291,404    Market Cap: 932.6M
Sector: None    Short Interest: 2.22
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Nov. 5, 2025 AC 6.1 $2.23 @$2.00 $0.60
($2.23)
30.0% 17.48% I -1.79% I $2.19 $0.55
( $2.19 )
-8.33%
Aug. 4, 2025 AC 5.7 $1.37 @$1.50 $0.28
($1.37)
18.67% -27.0% O -23.35% O $1.05 $0.25
( $1.05 )
-10.71%
April 24, 2025 AC 4.9 $0.87 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2025 AC 4.9 $0.84 @$1.00
July 29, 2024 AC 5.1 $1.30 @$2.50
May 2, 2024 AC 5.5 $1.48 @$2.50
Feb. 26, 2024 AC 5.2 $1.49 @$2.50
Nov. 7, 2023 BO 5.4 $1.89 @$2.50
Aug. 8, 2023 AC 5.6 $2.64 @$2.50
May 8, 2023 AC 5.9 $1.56 @$2.50

 
 
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