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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SES AI Corporation (SES) - NYSE Next Earnings Date: OS Estimate: Aug. 18, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 7.3
Avg Daily Volume: 10,921,029    Market Cap: 425.3M
Sector: None    Short Interest: 3.83
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
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 $0.40
($1.71)
26.67% -38.01% O -36.84% O $1.08 $0.45
( $1.08 )
12.5%
Nov. 5, 2025 AC 6.1 $2.23 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 5.7 $1.37 @$1.50
April 24, 2025 AC 4.9 $0.87 @$1.00
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

 
 
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