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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Shenandoah Telecommunications Co (SHEN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.6
Avg Daily Volume: 462,746    Market Cap: 684.9M
Sector: Communication Services    Short Interest: 4.54
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
July 29, 2026 BO 4.8 $11.84 @$12.50 $1.78
($11.84)
14.24% 10.81% I 7.34% I $12.71 $1.20
( $12.71 )
-32.58%
May 1, 2026 BO 4.5 $15.73 @$15.00 $1.48
($15.73)
9.87% -16.97% O 3.56% I $16.29 $1.52
( $16.29 )
2.7%
Feb. 26, 2026 BO 4.9 $13.55 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 4.9 $13.11 @$12.50
July 31, 2025 AC 4.6 $14.68 @$15.00
April 30, 2025 BO 4.1 $13.02 @$12.50
Feb. 20, 2025 BO 3.7 $11.82 @$12.50
Nov. 7, 2024 BO 3.1 $15.58 @$15.00
May 3, 2024 BO 3.0 $13.25 @$12.50
Feb. 21, 2024 BO 2.8 $19.42 @$20.00

 
 
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