Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Life Financial Inc. (SLF) - NYSE Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.0
Avg Daily Volume: 652,893    Market Cap: 32.7B
Sector: Financial    Short Interest: 0.52
Live Interactive Chart
Days to Next Earnings: 75 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Feb. 11, 2026 AC 1.9 $64.91 @$65.00 $2.40
($64.91)
3.69% 6.2% O 5.93% O $68.76 $3.90
( $68.76 )
62.5%
Nov. 5, 2025 AC 1.8 $61.67 @$60.00 $3.32
($61.67)
5.53% -5.18% I -4.18% I $59.09 $2.40
( $59.09 )
-27.71%
Aug. 7, 2025 AC 1.6 $61.49 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 1.6 $59.94 @$60.00
Feb. 12, 2025 AC 1.3 $59.01 @$60.00
Aug. 12, 2024 AC 1.2 $47.96 @$50.00
May 9, 2024 AC 1.0 $53.70 @$55.00
Feb. 7, 2024 AC 1.1 $52.58 @$55.00
Nov. 13, 2023 AC 1.1 $47.84 @$50.00
Aug. 8, 2023 AC 1.1 $51.05 @$50.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US