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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SL Green Realty Corp (SLG) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 1.8
Avg Daily Volume: 1,033,903    Market Cap: 3.7B
Sector: Financial    Short Interest: 9.53
Live Interactive Chart
Days to Next Earnings: 78 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Oct. 15, 2025 AC 1.8 $57.14 @$57.50 $6.20
($57.14)
10.78% -6.31% I -5.79% I $53.83 $7.20
( $53.83 )
16.13%
July 16, 2025 AC 1.8 $63.91 @$65.00 $6.30
($63.91)
9.69% -5.96% I -4.08% I $61.30 $5.35
( $61.30 )
-15.08%
April 16, 2025 AC 1.8 $52.31 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2025 AC 1.9 $67.19 @$67.50
Oct. 16, 2024 AC 2.0 $72.69 @$72.50
July 18, 2024 AC 2.1 $60.80 @$60.00
April 17, 2024 AC 2.0 $49.67 @$50.00
Jan. 24, 2024 AC 2.0 $45.61 @$45.00
Oct. 18, 2023 AC 1.7 $35.33 @$35.00
July 19, 2023 AC 1.3 $35.94 @$35.00

 
 
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