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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Shell PLC (SHEL) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.0
Avg Daily Volume: 7,817,547    Market Cap: 261.1B
Sector: None    Short Interest: 0.42
Live Interactive Chart
Days to Next Earnings: 70 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
May 7, 2026 BO 1.0 $87.20 @$87.00 $3.67
($87.20)
4.22% -3.64% I -3.39% I $84.24 $3.47
( $84.24 )
-5.45%
Feb. 5, 2026 BO 0.9 $78.79 @$79.00 $3.82
($78.79)
4.84% -5.48% O -5.27% O $74.63 $5.43
( $74.63 )
42.15%
Oct. 30, 2025 BO 1.0 $75.55 @$76.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 1.1 $71.72 @$72.00
May 2, 2025 BO 1.1 $64.80 @$65.00
Jan. 30, 2025 BO 1.1 $64.78 @$65.00
Oct. 31, 2024 BO 1.1 $65.58 @$66.00
Aug. 1, 2024 BO 1.1 $73.22 @$73.00
May 2, 2024 BO 1.2 $70.95 @$71.00
Feb. 1, 2024 BO 1.2 $62.91 @$63.00

 
 
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